-43.6%
ZS vs FICO
+81.4%
-125.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.9% |
| 7D | -16.9% | -0.9% | -16.0% | -16.7% |
| 30D | -7.4% | +3.3% | -10.8% | -10.5% |
| 3M | +21.6% | -31.7% | +53.3% | +36.7% |
| 6M | +42.4% | -34.0% | +76.3% | +58.9% |
| YTD | -12.1% | -58.3% | +46.2% | +21.3% |
| 1Y | -37.8% | -57.9% | +20.1% | -14.8% |
| 3Y | +20.9% | -24.1% | +45.0% | -2.0% |
| All | -43.6% | +81.4% | -125.0% | -74.1% |
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