+174.6%
ZTS vs FICO
+1,963.1%
-1,788.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.7% | +16.1% | +4.2% |
| 7D | -2.0% | -19.2% | +17.2% | +3.6% |
| 30D | +1.9% | -14.6% | +16.5% | +5.8% |
| 3M | -4.0% | -20.1% | +16.1% | +0.7% |
| 6M | -39.1% | -36.3% | -2.8% | -32.8% |
| YTD | -38.8% | -44.9% | +6.1% | -29.7% |
| 1Y | -49.6% | -38.6% | -10.9% | -44.8% |
| 3Y | -59.0% | +4.0% | -63.0% | -64.8% |
| 5Y | -61.8% | +99.5% | -161.3% | -75.2% |
| 10Y | +61.4% | +604.7% | -543.2% | -35.6% |
| All | +174.6% | +1,963.1% | -1,788.5% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling