+101.7%
FICO vs ZBRA
-39.4%
+141.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.9% |
| 7D | -15.4% | +2.6% | -18.0% | -16.2% |
| 30D | -10.4% | -6.4% | -4.0% | -8.8% |
| 3M | -22.7% | +51.3% | -74.0% | -33.4% |
| 6M | -36.8% | +60.5% | -97.3% | -46.9% |
| YTD | -44.8% | +45.2% | -90.0% | -52.4% |
| 1Y | -39.3% | +12.3% | -51.7% | -43.3% |
| 3Y | +3.7% | +37.5% | -33.8% | -14.2% |
| 5Y | +101.7% | -39.2% | +140.9% | +104.2% |
| All | +101.7% | -39.4% | +141.2% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling