+67.8%
ZETA vs FICO
-39.1%
+106.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -16.7% | +12.6% | +1.8% |
| 7D | +2.7% | -19.2% | +21.8% | +10.0% |
| 30D | +15.8% | -14.6% | +30.4% | +21.8% |
| 3M | +35.4% | -20.1% | +55.5% | +43.8% |
| 6M | +67.1% | -36.3% | +103.4% | +86.6% |
| YTD | +54.1% | -44.9% | +98.9% | +77.6% |
| 1Y | +67.8% | -38.6% | +106.5% | +95.4% |
| All | +67.8% | -39.1% | +106.9% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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