+78.9%
ZTS vs FIX
+3,814.3%
-3,735.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.6% |
| 7D | -7.4% | +6.4% | -13.9% | -8.3% |
| 30D | +9.9% | -29.1% | +39.0% | +14.4% |
| 3M | +10.3% | -31.1% | +41.5% | +14.8% |
| 6M | +9.2% | -42.8% | +52.0% | +15.9% |
| YTD | -32.9% | +24.6% | -57.5% | -38.4% |
| 1Y | -29.7% | +21.9% | -51.7% | -35.5% |
| 3Y | -49.0% | +524.9% | -573.9% | -69.5% |
| 5Y | -59.3% | +1,092.2% | -1,151.5% | -79.9% |
| 10Y | +78.9% | +3,759.0% | -3,680.1% | -36.1% |
| All | +78.9% | +3,814.3% | -3,735.3% | -36.1% |
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