+85.9%
ZTS vs FICO
+524.6%
-438.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.0% | +0.9% |
| 7D | +1.0% | +1.4% | -0.4% | +0.7% |
| 30D | +12.4% | -0.8% | +13.2% | +12.2% |
| 3M | +13.6% | -31.3% | +44.9% | +22.5% |
| 6M | +9.3% | -33.9% | +43.3% | +17.7% |
| YTD | -32.6% | -57.6% | +25.0% | -18.4% |
| 1Y | -30.0% | -59.7% | +29.6% | -14.1% |
| 3Y | -48.7% | -28.0% | -20.7% | -52.4% |
| 5Y | -59.3% | +91.0% | -150.3% | -75.5% |
| All | +85.9% | +524.6% | -438.7% | -36.1% |
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 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