-29.7%
ZTS vs FIX
+21.5%
-51.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | +0.4% |
| 7D | -7.4% | +6.4% | -13.9% | -7.1% |
| 30D | +9.9% | -29.1% | +39.0% | +7.8% |
| 3M | +10.3% | -31.1% | +41.5% | +8.1% |
| 6M | +9.2% | -42.8% | +52.0% | +7.9% |
| YTD | -32.9% | +24.6% | -57.5% | -36.4% |
| 1Y | -29.7% | +21.9% | -51.7% | -33.6% |
| All | -29.7% | +21.5% | -51.2% | -33.6% |
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 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