-61.2%
ZTS vs FICO
+81.4%
-142.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | +11.7% | +3.3% | +8.4% | +10.6% |
| 3M | +3.5% | -31.7% | +35.2% | +9.2% |
| 6M | -27.6% | -34.0% | +6.3% | -24.0% |
| YTD | -35.5% | -58.3% | +22.9% | -25.7% |
| 1Y | -32.1% | -57.9% | +25.8% | -22.1% |
| 3Y | -49.1% | -24.1% | -25.0% | -53.7% |
| All | -61.2% | +81.4% | -142.7% | -73.5% |
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