+531.6%
FICO vs Z
-11.7%
+543.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.8% | -1.1% | +1.7% |
| 7D | -0.1% | -5.2% | +5.1% | +0.9% |
| 30D | +8.4% | +5.7% | +2.7% | +5.9% |
| 3M | -30.5% | -8.7% | -21.8% | -29.2% |
| 6M | -35.7% | -26.0% | -9.8% | -30.8% |
| YTD | -57.2% | -55.0% | -2.1% | -47.7% |
| 1Y | -58.4% | -58.0% | -0.4% | -48.4% |
| 3Y | -24.8% | -15.2% | -9.6% | -26.1% |
| 5Y | +79.3% | -53.8% | +133.1% | +95.0% |
| 10Y | +531.6% | -14.5% | +546.2% | +411.4% |
| All | +531.6% | -11.7% | +543.3% | +411.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling