+45.0%
ZM vs FICO
+155.5%
-110.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -5.9% | -0.9% | -4.9% | -5.7% |
| 30D | -5.2% | +3.3% | -8.5% | -6.9% |
| 3M | -11.3% | -31.7% | +20.4% | -4.4% |
| 6M | -14.5% | -34.0% | +19.5% | -8.4% |
| YTD | +4.2% | -58.3% | +62.5% | +26.8% |
| 1Y | +9.3% | -57.9% | +67.2% | +32.6% |
| 3Y | +45.4% | -24.1% | +69.4% | +34.8% |
| 5Y | -66.0% | +85.3% | -151.4% | -77.0% |
| All | +45.0% | +155.5% | -110.5% | -17.7% |
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