+77.0%
ZTS vs FIX
+4,032.2%
-3,955.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.7% | +2.4% |
| 7D | -1.0% | -7.2% | +6.2% | -0.5% |
| 30D | +10.8% | -35.1% | +45.9% | +16.8% |
| 3M | +14.1% | -34.3% | +48.3% | +19.5% |
| 6M | +0.8% | -42.9% | +43.7% | +6.8% |
| YTD | -33.1% | +19.5% | -52.5% | -38.3% |
| 1Y | -30.0% | +16.8% | -46.8% | -35.3% |
| 3Y | -49.5% | +506.7% | -556.2% | -69.7% |
| 5Y | -60.2% | +1,046.7% | -1,106.9% | -80.3% |
| 10Y | +77.0% | +3,800.0% | -3,722.9% | -36.6% |
| All | +77.0% | +4,032.2% | -3,955.1% | -36.6% |
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 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