-59.5%
FICO vs ZBRA
+26.9%
-86.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | +4.0% | -1.5% | +5.5% | +4.2% |
| 30D | -1.5% | -15.6% | +14.1% | +0.8% |
| 3M | -29.8% | -14.5% | -15.3% | -28.3% |
| 6M | -33.3% | +50.9% | -84.2% | -41.1% |
| YTD | -56.9% | +34.8% | -91.7% | -61.2% |
| 1Y | -59.5% | +28.3% | -87.8% | -62.7% |
| All | -59.5% | +26.9% | -86.4% | -62.7% |
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