-38.6%
FICO vs Z
-58.8%
+20.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.1% | -14.6% | -15.8% |
| 7D | -19.2% | -3.0% | -16.2% | -18.1% |
| 30D | -14.6% | -4.2% | -10.4% | -13.2% |
| 3M | -20.1% | -3.7% | -16.4% | -19.3% |
| 6M | -36.3% | -24.5% | -11.8% | -31.0% |
| YTD | -44.9% | -49.3% | +4.4% | -32.4% |
| 1Y | -38.6% | -58.7% | +20.1% | -19.9% |
| All | -38.6% | -58.8% | +20.2% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling