-65.8%
ZM vs FICO
+82.2%
-148.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.5% |
| 7D | -9.1% | -0.3% | -8.8% | -9.0% |
| 30D | -5.7% | +1.7% | -7.4% | -7.2% |
| 3M | -11.7% | -35.2% | +23.4% | -2.6% |
| 6M | -18.6% | -33.7% | +15.1% | -12.6% |
| YTD | +2.9% | -58.2% | +61.1% | +28.9% |
| 1Y | +6.3% | -56.6% | +62.9% | +31.0% |
| 3Y | +41.0% | -24.0% | +65.0% | +15.9% |
| All | -65.8% | +82.2% | -148.0% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling