+294.5%
ZETA vs FICO
+48.6%
+245.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.0% | +7.2% | +7.7% |
| 7D | +13.2% | +0.9% | +12.4% | +12.7% |
| 30D | +6.0% | +9.4% | -3.5% | +0.4% |
| 3M | +27.3% | -30.4% | +57.7% | +44.0% |
| 6M | +104.6% | -35.1% | +139.7% | +135.6% |
| YTD | +72.3% | -56.8% | +129.1% | +143.0% |
| 1Y | +76.3% | -58.4% | +134.7% | +153.9% |
| 3Y | +325.6% | -26.7% | +352.3% | +311.3% |
| 5Y | +254.2% | +88.0% | +166.2% | +78.8% |
| All | +294.5% | +48.6% | +245.9% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling