-61.4%
ZTS vs FICO
+99.8%
-161.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.1% | +2.7% |
| 7D | -2.0% | -19.2% | +17.2% | +1.9% |
| 30D | +1.9% | -14.6% | +16.5% | +4.6% |
| 3M | -4.0% | -20.1% | +16.1% | -0.7% |
| 6M | -39.1% | -36.3% | -2.8% | -34.5% |
| YTD | -38.8% | -44.9% | +6.1% | -32.2% |
| 1Y | -49.6% | -38.6% | -10.9% | -46.0% |
| 3Y | -59.0% | +4.0% | -63.0% | -64.6% |
| All | -61.4% | +99.8% | -161.2% | -72.6% |
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