+249.0%
ZETA vs FICO
+43.2%
+205.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.5% |
| 7D | -0.4% | -0.9% | +0.5% | -0.2% |
| 30D | -8.0% | +3.3% | -11.4% | -10.8% |
| 3M | +21.4% | -31.7% | +53.1% | +38.2% |
| 6M | +80.1% | -34.0% | +114.1% | +104.4% |
| YTD | +52.5% | -58.3% | +110.8% | +118.5% |
| 1Y | +58.5% | -57.9% | +116.4% | +125.5% |
| 3Y | +281.7% | -24.1% | +305.7% | +257.8% |
| 5Y | +237.3% | +85.3% | +152.0% | +69.8% |
| All | +249.0% | +43.2% | +205.8% | +100.8% |
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