-36.3%
FICO vs ZBRA
+58.1%
-94.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.5% | -18.1% | -16.8% |
| 7D | -19.2% | +1.8% | -20.9% | -19.4% |
| 30D | -14.6% | -1.7% | -12.9% | -14.5% |
| 3M | -20.1% | +47.8% | -67.9% | -25.8% |
| 6M | -36.3% | +56.7% | -93.1% | -41.0% |
| All | -36.3% | +58.1% | -94.4% | -41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling