+38.3%
ZM vs FICO
+4.8%
+33.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -16.7% | +19.9% | +6.4% |
| 7D | +2.9% | -19.2% | +22.1% | +6.8% |
| 30D | +0.7% | -14.6% | +15.3% | +3.2% |
| 3M | -3.7% | -20.1% | +16.4% | -0.8% |
| 6M | +29.9% | -36.3% | +66.2% | +38.4% |
| YTD | +17.4% | -44.9% | +62.3% | +29.0% |
| 1Y | +22.4% | -38.6% | +61.0% | +30.5% |
| All | +38.3% | +4.8% | +33.5% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling