-49.6%
ZTS vs FIX
+128.3%
-177.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -2.0% | +6.0% | -8.0% | -1.9% |
| 30D | +1.9% | -7.2% | +9.2% | +1.9% |
| 3M | -4.0% | -15.9% | +11.8% | -3.8% |
| 6M | -39.1% | +12.7% | -51.9% | -40.2% |
| YTD | -38.8% | +72.8% | -111.6% | -41.1% |
| 1Y | -49.6% | +122.9% | -172.5% | -52.6% |
| All | -49.6% | +128.3% | -177.8% | -52.6% |
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