+531.6%
FICO vs ZBRA
+410.7%
+120.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.3% | +2.2% |
| 7D | -0.1% | -9.5% | +9.5% | +3.3% |
| 30D | +8.4% | -15.6% | +24.0% | +14.8% |
| 3M | -30.5% | -13.2% | -17.3% | -27.6% |
| 6M | -35.7% | +44.5% | -80.3% | -46.0% |
| YTD | -57.2% | +34.5% | -91.7% | -63.4% |
| 1Y | -58.4% | +25.9% | -84.3% | -63.5% |
| 3Y | -24.8% | +61.3% | -86.1% | -44.2% |
| 5Y | +79.3% | -45.2% | +124.4% | +99.3% |
| 10Y | +531.6% | +386.5% | +145.1% | +259.8% |
| All | +531.6% | +410.7% | +120.9% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling