+231.5%
ZETA vs FICO
+43.8%
+187.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.2% | -7.7% |
| 7D | -10.0% | -0.3% | -9.7% | -10.0% |
| 30D | -10.6% | +1.7% | -12.3% | -12.6% |
| 3M | +8.9% | -35.2% | +44.1% | +27.5% |
| 6M | +65.1% | -33.7% | +98.8% | +87.0% |
| YTD | +44.8% | -58.2% | +103.0% | +107.1% |
| 1Y | +47.8% | -56.6% | +104.4% | +106.5% |
| 3Y | +248.8% | -24.0% | +272.7% | +227.0% |
| 5Y | +220.3% | +86.1% | +134.3% | +61.0% |
| All | +231.5% | +43.8% | +187.7% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling