+76.9%
FICO vs ZBRA
-47.4%
+124.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | -10.9% | +9.9% | +2.2% |
| 30D | +3.3% | -16.6% | +19.9% | +8.6% |
| 3M | -31.7% | -11.6% | -20.1% | -29.8% |
| 6M | -34.0% | +40.2% | -74.1% | -42.6% |
| YTD | -58.3% | +32.6% | -90.9% | -63.4% |
| 1Y | -57.9% | +24.7% | -82.6% | -62.2% |
| 3Y | -24.1% | +56.3% | -80.4% | -41.5% |
| All | +76.9% | -47.4% | +124.3% | +90.6% |
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