+76.9%
FICO vs Z
-55.4%
+132.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.3% |
| 7D | -0.9% | -4.6% | +3.6% | -0.2% |
| 30D | +3.3% | +8.3% | -5.0% | 0.0% |
| 3M | -31.7% | -11.6% | -20.1% | -29.7% |
| 6M | -34.0% | -33.6% | -0.3% | -26.6% |
| YTD | -58.3% | -56.7% | -1.6% | -48.3% |
| 1Y | -57.9% | -59.1% | +1.2% | -47.1% |
| 3Y | -24.1% | -20.4% | -3.7% | -23.9% |
| All | +76.9% | -55.4% | +132.3% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling