+252.6%
ZETA vs FICO
+89.5%
+163.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -16.7% | +12.6% | +4.7% |
| 7D | +2.7% | -19.2% | +21.8% | +13.8% |
| 30D | +15.8% | -14.6% | +30.4% | +24.5% |
| 3M | +35.4% | -20.1% | +55.5% | +47.9% |
| 6M | +67.1% | -36.3% | +103.4% | +102.9% |
| YTD | +54.1% | -44.9% | +98.9% | +102.2% |
| 1Y | +67.8% | -38.6% | +106.5% | +101.9% |
| 3Y | +311.4% | +4.0% | +307.4% | +243.5% |
| 5Y | +324.8% | +99.5% | +225.3% | +117.6% |
| All | +252.6% | +89.5% | +163.1% | +85.9% |
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