-59.5%
FICO vs Z
-59.6%
+0.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | +4.0% | -13.1% | +17.0% | +8.7% |
| 30D | -1.5% | +5.9% | -7.4% | -5.0% |
| 3M | -29.8% | -13.7% | -16.1% | -27.0% |
| 6M | -33.3% | -27.1% | -6.1% | -27.3% |
| YTD | -56.9% | -56.8% | -0.1% | -46.6% |
| 1Y | -59.5% | -60.2% | +0.8% | -48.7% |
| All | -59.5% | -59.6% | +0.2% | -48.7% |
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