-26.7%
ZTS vs FIX
+14.3%
-41.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -15.1% | +22.6% | +6.1% |
| 7D | +15.4% | -18.9% | +34.3% | +13.7% |
| 30D | +25.8% | -36.3% | +62.1% | +22.7% |
| 3M | +18.1% | -38.5% | +56.6% | +15.3% |
| 6M | -19.7% | -42.3% | +22.5% | -21.4% |
| YTD | -27.5% | +17.1% | -44.6% | -30.9% |
| 1Y | -26.7% | +14.4% | -41.1% | -30.2% |
| All | -26.7% | +14.3% | -41.0% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling