+503.2%
ZS vs FICO
+321.7%
+181.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.5% |
| 7D | -11.1% | -0.1% | -11.0% | -11.1% |
| 30D | -14.8% | +8.4% | -23.3% | -19.5% |
| 3M | +18.0% | -30.5% | +48.5% | +32.4% |
| 6M | +30.8% | -35.7% | +66.6% | +49.1% |
| YTD | -11.5% | -57.2% | +45.7% | +22.4% |
| 1Y | -37.8% | -58.4% | +20.6% | -12.8% |
| 3Y | +16.6% | -24.8% | +41.4% | +4.1% |
| 5Y | -43.6% | +79.3% | -122.8% | -70.6% |
| All | +503.2% | +321.7% | +181.5% | +51.7% |
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