-33.7%
FICO vs Z
-31.8%
-1.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.6% | +11.6% | +4.9% |
| 7D | -0.3% | -2.3% | +2.0% | -0.6% |
| 30D | +1.7% | +9.4% | -7.6% | -4.6% |
| 3M | -35.2% | -16.1% | -19.1% | -31.4% |
| 6M | -33.7% | -30.4% | -3.2% | -25.1% |
| All | -33.7% | -31.8% | -1.8% | -25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling