-34.5%
FISV vs ZS
+504.0%
-538.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.6% | -6.9% | -4.7% |
| 7D | -6.4% | -3.8% | -2.6% | -5.9% |
| 30D | -6.8% | -6.0% | -0.8% | -6.2% |
| 3M | -10.0% | +32.0% | -42.0% | -13.4% |
| 6M | -20.6% | +2.1% | -22.8% | -22.2% |
| YTD | -27.6% | -26.2% | -1.4% | -26.3% |
| 1Y | -64.3% | -41.2% | -23.2% | -62.6% |
| 3Y | -60.0% | +3.3% | -63.3% | -61.5% |
| 5Y | -57.7% | -40.7% | -17.0% | -58.7% |
| All | -34.5% | +504.0% | -538.5% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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