-53.5%
FISV vs ZETA
+241.7%
-295.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.3% | -3.8% |
| 7D | -1.6% | -2.4% | +0.9% | -1.3% |
| 30D | -3.0% | +15.6% | -18.5% | -4.7% |
| 3M | -3.5% | +41.5% | -45.0% | -8.0% |
| 6M | -19.4% | +63.4% | -82.8% | -24.7% |
| YTD | -24.3% | +51.3% | -75.6% | -28.9% |
| 1Y | -62.4% | +65.8% | -128.2% | -65.1% |
| 3Y | -58.2% | +279.2% | -337.4% | -66.1% |
| 5Y | -56.5% | +341.8% | -398.3% | -65.9% |
| All | -53.5% | +241.7% | -295.3% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZETA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling