-24.1%
FICO vs ZBRA
+50.6%
-74.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | -10.9% | +9.9% | +1.3% |
| 30D | +3.3% | -16.6% | +19.9% | +7.1% |
| 3M | -31.7% | -11.6% | -20.1% | -30.3% |
| 6M | -34.0% | +40.2% | -74.1% | -40.7% |
| YTD | -58.3% | +32.6% | -90.9% | -62.2% |
| 1Y | -57.9% | +24.7% | -82.6% | -61.3% |
| 3Y | -24.1% | +56.3% | -80.4% | -30.9% |
| All | -24.1% | +50.6% | -74.6% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling