+75,850.6%
FICO vs ZBRA
+9,227.6%
+66,623.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.5% | -18.1% | -17.0% |
| 7D | -19.2% | +1.8% | -20.9% | -19.6% |
| 30D | -14.6% | -1.7% | -12.9% | -14.4% |
| 3M | -20.1% | +47.8% | -67.9% | -28.3% |
| 6M | -36.3% | +56.7% | -93.1% | -43.9% |
| YTD | -44.9% | +49.4% | -94.2% | -51.0% |
| 1Y | -38.6% | +16.5% | -55.2% | -42.4% |
| 3Y | +4.0% | +31.5% | -27.5% | -7.7% |
| 5Y | +99.5% | -38.6% | +138.1% | +106.9% |
| 10Y | +604.7% | +421.0% | +183.7% | +352.8% |
| All | +75,850.6% | +9,227.6% | +66,623.0% | +29,938.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling