-39.5%
ZS vs FICO
-58.5%
+19.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.1% |
| 7D | -11.1% | -0.1% | -11.0% | -11.1% |
| 30D | -14.8% | +8.4% | -23.3% | -17.4% |
| 3M | +18.0% | -30.5% | +48.5% | +29.6% |
| 6M | +30.8% | -35.7% | +66.6% | +44.1% |
| YTD | -11.5% | -57.2% | +45.7% | +9.5% |
| All | -39.5% | -58.5% | +19.1% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling