-74.7%
FISV vs ZYBT
-58.9%
-15.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +7.9% | +5.4% |
| 7D | -2.7% | -3.7% | +1.0% | -2.7% |
| 30D | 0.0% | 0.0% | 0.0% | 0.0% |
| 3M | -2.8% | +72.2% | -75.0% | -4.7% |
| 6M | -11.8% | +103.1% | -115.0% | -12.8% |
| YTD | -23.2% | +34.8% | -58.0% | -24.7% |
| 1Y | -62.0% | -83.2% | +21.2% | -63.7% |
| All | -74.7% | -58.9% | -15.8% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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