-40.0%
ZS vs FICO
+99.8%
-139.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -16.7% | +12.2% | +3.5% |
| 7D | -7.8% | -19.2% | +11.4% | +1.4% |
| 30D | +5.0% | -14.6% | +19.6% | +12.4% |
| 3M | +25.5% | -20.1% | +45.6% | +36.0% |
| 6M | +8.7% | -36.3% | +45.0% | +29.8% |
| YTD | -24.5% | -44.9% | +20.4% | -3.3% |
| 1Y | -36.7% | -38.6% | +1.9% | -25.8% |
| 3Y | +7.2% | +4.0% | +3.2% | -21.5% |
| All | -40.0% | +99.8% | -139.8% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling