-33.7%
FICO vs ZBRA
+44.5%
-78.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.3% | +2.7% |
| 7D | -0.1% | -9.5% | +9.5% | +0.3% |
| 30D | +8.4% | -15.6% | +24.0% | +9.1% |
| 3M | -30.5% | -13.2% | -17.3% | -30.1% |
| All | -33.7% | +44.5% | -78.3% | -37.5% |
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