+61.0%
ZM vs FICO
+161.2%
-100.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +2.0% |
| 7D | +11.0% | +2.2% | +8.8% | +10.4% |
| 30D | +5.6% | +0.1% | +5.6% | +5.0% |
| 3M | -9.1% | -35.2% | +26.0% | -0.5% |
| 6M | -2.6% | -32.4% | +29.8% | +3.7% |
| YTD | +15.7% | -57.4% | +73.1% | +40.0% |
| 1Y | +18.8% | -58.5% | +77.3% | +45.0% |
| 3Y | +62.2% | -28.9% | +91.0% | +54.5% |
| 5Y | -60.9% | +91.7% | -152.6% | -73.7% |
| All | +61.0% | +161.2% | -100.2% | -9.2% |
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