+541.4%
FICO vs ZBRA
+382.3%
+159.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.3% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +0.1% | -14.0% | +14.1% | +5.2% |
| 3M | -35.2% | -14.7% | -20.5% | -32.0% |
| 6M | -32.4% | +31.3% | -63.7% | -40.9% |
| YTD | -57.4% | +33.4% | -90.8% | -63.5% |
| 1Y | -58.5% | +34.1% | -92.7% | -64.5% |
| 3Y | -28.9% | +59.9% | -88.8% | -47.1% |
| 5Y | +91.7% | -45.3% | +137.0% | +113.1% |
| All | +541.4% | +382.3% | +159.1% | +265.1% |
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