-39.3%
FICO vs ZBRA
+12.3%
-51.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.6% |
| 7D | -15.4% | +2.6% | -18.0% | -15.9% |
| 30D | -10.4% | -6.4% | -4.0% | -9.5% |
| 3M | -22.7% | +51.3% | -74.0% | -30.0% |
| 6M | -36.8% | +60.5% | -97.3% | -43.7% |
| YTD | -44.8% | +45.2% | -90.0% | -49.8% |
| 1Y | -39.3% | +12.3% | -51.7% | -39.8% |
| All | -39.3% | +12.3% | -51.7% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling