-59.3%
ZTS vs FIX
+1,055.8%
-1,115.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +0.7% |
| 7D | +1.0% | +17.0% | -16.0% | -0.1% |
| 30D | +12.4% | -30.6% | +43.0% | +15.0% |
| 3M | +13.6% | -35.0% | +48.6% | +16.6% |
| 6M | +9.3% | -44.0% | +53.3% | +13.3% |
| YTD | -32.6% | +21.1% | -53.7% | -36.7% |
| 1Y | -30.0% | +16.3% | -46.3% | -34.1% |
| 3Y | -48.7% | +507.4% | -556.1% | -67.9% |
| 5Y | -59.3% | +1,052.1% | -1,111.4% | -80.8% |
| All | -59.3% | +1,055.8% | -1,115.1% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling