+78.7%
ZTS vs FICO
+545.7%
-467.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -0.6% | +0.9% | -1.5% | -1.0% |
| 30D | +11.0% | +9.4% | +1.5% | +7.7% |
| 3M | +10.9% | -30.4% | +41.3% | +19.3% |
| 6M | +0.9% | -35.1% | +36.0% | +9.4% |
| YTD | -33.0% | -56.8% | +23.8% | -19.3% |
| 1Y | -29.6% | -58.4% | +28.8% | -14.3% |
| 3Y | -49.0% | -26.7% | -22.3% | -52.9% |
| 5Y | -59.5% | +88.0% | -147.5% | -75.4% |
| All | +78.7% | +545.7% | -467.0% | -40.0% |
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