-38.6%
FICO vs ZYBT
-83.2%
+44.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.2% | -15.5% | -16.7% |
| 7D | -19.2% | -6.9% | -12.2% | -19.2% |
| 30D | -14.6% | -31.8% | +17.2% | -14.6% |
| 3M | -20.1% | +94.0% | -114.1% | -20.5% |
| 6M | -36.3% | +99.0% | -135.3% | -36.4% |
| YTD | -44.9% | +40.0% | -84.9% | -44.8% |
| 1Y | -38.6% | -79.5% | +40.9% | -37.2% |
| All | -38.6% | -83.2% | +44.6% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling