-62.8%
FICO vs ZYBT
-60.2%
-2.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +0.1% | -2.0% | +2.0% | +0.1% |
| 3M | -35.2% | -2.0% | -33.2% | -35.2% |
| 6M | -32.4% | +56.4% | -88.8% | -32.7% |
| YTD | -57.4% | +30.4% | -87.8% | -57.6% |
| 1Y | -58.5% | -30.2% | -28.3% | -58.5% |
| All | -62.8% | -60.2% | -2.6% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling