+936.6%
FICO vs Z
+25.1%
+911.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.1% | -14.6% | -16.1% |
| 7D | -19.2% | -3.0% | -16.2% | -18.4% |
| 30D | -14.6% | -4.2% | -10.4% | -13.5% |
| 3M | -20.1% | -3.7% | -16.4% | -19.4% |
| 6M | -36.3% | -24.5% | -11.8% | -31.7% |
| YTD | -44.9% | -49.3% | +4.4% | -34.6% |
| 1Y | -38.6% | -58.7% | +20.1% | -23.5% |
| 3Y | +4.0% | -34.1% | +38.1% | +10.0% |
| 5Y | +99.5% | -64.5% | +164.1% | +129.7% |
| 10Y | +604.7% | -0.5% | +605.2% | +456.0% |
| All | +936.6% | +25.1% | +911.5% | +650.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling