-59.7%
ZTS vs FICO
+84.1%
-143.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.9% | -8.9% | -8.1% |
| 7D | +4.9% | -0.3% | +5.2% | +4.9% |
| 30D | +15.9% | +1.7% | +14.2% | +15.0% |
| 3M | +11.1% | -35.2% | +46.3% | +18.4% |
| 6M | -26.0% | -33.7% | +7.6% | -22.4% |
| YTD | -33.3% | -58.2% | +24.9% | -23.3% |
| 1Y | -30.3% | -56.6% | +26.3% | -20.7% |
| 3Y | -47.0% | -24.0% | -23.1% | -51.8% |
| 5Y | -59.7% | +86.1% | -145.8% | -72.5% |
| All | -59.7% | +84.1% | -143.8% | -72.5% |
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