-47.3%
ZTS vs FICO
-24.0%
-23.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.9% | -8.9% | -8.0% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | +15.9% | +1.7% | +14.2% | +15.4% |
| 3M | +11.1% | -35.2% | +46.3% | +15.7% |
| 6M | -26.0% | -33.7% | +7.6% | -23.6% |
| YTD | -33.3% | -58.2% | +24.9% | -27.2% |
| 1Y | -30.3% | -56.6% | +26.3% | -24.4% |
| All | -47.3% | -24.0% | -23.4% | -46.4% |
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