-49.2%
FICO vs ZYBT
-58.4%
+9.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +6.0% | +5.3% |
| 7D | -10.6% | -3.7% | -6.9% | -10.6% |
| 30D | -6.3% | -12.8% | +6.4% | -6.3% |
| 3M | -19.7% | +76.2% | -96.0% | -20.2% |
| 6M | -31.8% | +109.3% | -141.1% | -32.3% |
| YTD | -41.8% | +36.5% | -78.4% | -42.1% |
| 1Y | -36.4% | -84.0% | +47.6% | -35.9% |
| All | -49.2% | -58.4% | +9.2% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling