+390.7%
ZS vs FICO
+443.8%
-53.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -9.2% | -15.4% | +6.2% | -1.9% |
| 30D | -4.0% | -10.4% | +6.4% | +0.7% |
| 3M | +25.3% | -22.7% | +48.0% | +39.0% |
| 6M | -1.3% | -36.8% | +35.5% | +19.2% |
| YTD | -28.0% | -44.8% | +16.8% | -6.9% |
| 1Y | -42.5% | -39.3% | -3.2% | -31.5% |
| 3Y | +0.7% | +3.7% | -3.0% | -19.8% |
| 5Y | -42.3% | +101.7% | -144.0% | -69.7% |
| All | +390.7% | +443.8% | -53.0% | +15.4% |
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