+24.7%
ZS vs FICO
-24.0%
+48.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.1% | -9.4% |
| 7D | -17.7% | -0.3% | -17.5% | -17.7% |
| 30D | -3.9% | +1.7% | -5.7% | -5.5% |
| 3M | +26.1% | -35.2% | +61.3% | +39.7% |
| 6M | +44.2% | -33.7% | +77.9% | +56.5% |
| YTD | -9.4% | -58.2% | +48.8% | +12.2% |
| 1Y | -37.1% | -56.6% | +19.5% | -23.0% |
| All | +24.7% | -24.0% | +48.7% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling