+47.9%
ZM vs FICO
+162.5%
-114.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -6.2% | +8.4% | -14.6% | -8.9% |
| 3M | -12.2% | -30.5% | +18.3% | -5.9% |
| 6M | -16.0% | -35.7% | +19.7% | -9.2% |
| YTD | +6.3% | -57.2% | +63.5% | +28.5% |
| 1Y | +12.3% | -58.4% | +70.7% | +36.9% |
| 3Y | +51.2% | -24.8% | +76.0% | +41.2% |
| 5Y | -64.5% | +79.3% | -143.8% | -75.8% |
| All | +47.9% | +162.5% | -114.6% | -16.6% |
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