+87.8%
ZTS vs FIX
+3,564.5%
-3,476.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +5.6% | +9.4% | -3.9% | +4.2% |
| 30D | +12.1% | -27.8% | +39.9% | +16.4% |
| 3M | +11.3% | -35.6% | +46.8% | +16.9% |
| 6M | +14.3% | -45.2% | +59.5% | +22.1% |
| YTD | -31.9% | +19.5% | -51.4% | -37.2% |
| 1Y | -29.3% | +24.2% | -53.5% | -35.4% |
| 3Y | -48.0% | +494.2% | -542.2% | -68.7% |
| 5Y | -58.9% | +1,036.1% | -1,095.0% | -79.6% |
| All | +87.8% | +3,564.5% | -3,476.8% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling