+58.2%
ZM vs FICO
+164.3%
-106.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.2% | +8.1% | +8.0% |
| 7D | +6.8% | +4.0% | +2.8% | +5.7% |
| 30D | +0.1% | -1.5% | +1.6% | 0.0% |
| 3M | -7.5% | -29.8% | +22.3% | -1.1% |
| 6M | -8.4% | -33.3% | +24.8% | -2.1% |
| YTD | +13.7% | -56.9% | +70.6% | +37.2% |
| 1Y | +15.9% | -59.5% | +75.4% | +42.6% |
| 3Y | +58.0% | -26.9% | +84.9% | +49.2% |
| 5Y | -60.4% | +92.9% | -153.3% | -73.4% |
| All | +58.2% | +164.3% | -106.1% | -11.0% |
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