-61.2%
ZTS vs FIX
+933.9%
-995.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -3.7% |
| 7D | -0.4% | -17.5% | +17.1% | +0.6% |
| 30D | +11.7% | -41.6% | +53.3% | +15.9% |
| 3M | +3.5% | -40.6% | +44.0% | +6.9% |
| 6M | -27.6% | -49.4% | +21.7% | -24.4% |
| YTD | -35.5% | +9.2% | -44.6% | -39.0% |
| 1Y | -32.1% | +6.5% | -38.5% | -35.7% |
| 3Y | -49.1% | +448.7% | -497.8% | -67.9% |
| All | -61.2% | +933.9% | -995.1% | -81.7% |
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 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