+602.8%
FICO vs ZBRA
+411.1%
+191.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +1.1% |
| 7D | -15.4% | +2.6% | -18.0% | -16.3% |
| 30D | -10.4% | -6.4% | -4.0% | -8.4% |
| 3M | -22.7% | +51.3% | -74.0% | -35.3% |
| 6M | -36.8% | +60.5% | -97.3% | -48.7% |
| YTD | -44.8% | +45.2% | -90.0% | -53.7% |
| 1Y | -39.3% | +12.3% | -51.7% | -44.3% |
| 3Y | +3.7% | +37.5% | -33.8% | -17.0% |
| 5Y | +101.7% | -39.2% | +140.9% | +116.3% |
| 10Y | +602.8% | +417.0% | +185.8% | +269.3% |
| All | +602.8% | +411.1% | +191.7% | +269.3% |
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