-29.3%
ZTS vs FIX
+15.7%
-45.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.0% |
| 7D | +5.6% | +9.4% | -3.9% | +6.1% |
| 30D | +12.1% | -27.8% | +39.9% | +9.9% |
| 3M | +11.3% | -35.6% | +46.8% | +8.7% |
| 6M | +14.3% | -45.2% | +59.5% | +12.7% |
| YTD | -31.9% | +19.5% | -51.4% | -35.7% |
| 1Y | -29.3% | +24.2% | -53.5% | -33.7% |
| All | -29.3% | +15.7% | -45.0% | -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