+86.1%
FICO vs Z
-54.8%
+140.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.6% | +11.6% | +4.1% |
| 7D | -0.3% | -2.3% | +2.0% | -0.2% |
| 30D | +1.7% | +9.4% | -7.6% | -1.8% |
| 3M | -35.2% | -16.1% | -19.1% | -32.3% |
| 6M | -33.7% | -30.4% | -3.2% | -27.2% |
| YTD | -58.2% | -55.6% | -2.6% | -48.4% |
| 1Y | -56.6% | -58.5% | +1.9% | -45.6% |
| 3Y | -24.0% | -19.6% | -4.3% | -24.0% |
| 5Y | +86.1% | -54.1% | +140.2% | +98.8% |
| All | +86.1% | -54.8% | +140.9% | +98.8% |
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