-30.0%
ZTS vs FIX
+17.6%
-47.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.3% |
| 7D | +1.0% | +17.0% | -16.0% | +2.0% |
| 30D | +12.4% | -30.6% | +43.0% | +10.1% |
| 3M | +13.6% | -35.0% | +48.6% | +11.1% |
| 6M | +9.3% | -44.0% | +53.3% | +7.7% |
| YTD | -32.6% | +21.1% | -53.7% | -36.1% |
| 1Y | -30.0% | +16.3% | -46.3% | -33.7% |
| All | -30.0% | +17.6% | -47.7% | -33.7% |
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