+63.4%
ZM vs FICO
+238.1%
-174.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -16.7% | +19.9% | +8.2% |
| 7D | +2.9% | -19.2% | +22.1% | +8.9% |
| 30D | +0.7% | -14.6% | +15.3% | +4.7% |
| 3M | -3.7% | -20.1% | +16.4% | +0.9% |
| 6M | +29.9% | -36.3% | +66.2% | +44.2% |
| YTD | +17.4% | -44.9% | +62.3% | +35.8% |
| 1Y | +22.4% | -38.6% | +61.0% | +35.0% |
| 3Y | +41.3% | +4.0% | +37.3% | +22.4% |
| 5Y | -66.0% | +99.5% | -165.6% | -77.1% |
| All | +63.4% | +238.1% | -174.6% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling