-50.4%
FICO vs ZYBT
-57.8%
+7.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.3% |
| 7D | -14.1% | -2.5% | -11.7% | -14.1% |
| 30D | -7.5% | -1.2% | -6.2% | -7.5% |
| 3M | -21.3% | +76.7% | -97.9% | -21.7% |
| 6M | -25.2% | +103.6% | -128.8% | -25.8% |
| YTD | -43.2% | +38.3% | -81.4% | -43.4% |
| 1Y | -37.2% | -84.7% | +47.5% | -36.6% |
| All | -50.4% | -57.8% | +7.5% | -53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling