+174.6%
ZTS vs FIX
+13,662.2%
-13,487.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | -2.0% | +6.0% | -8.0% | -2.9% |
| 30D | +1.9% | -7.2% | +9.2% | +2.8% |
| 3M | -4.0% | -15.9% | +11.8% | -2.5% |
| 6M | -39.1% | +12.7% | -51.9% | -41.5% |
| YTD | -38.8% | +72.8% | -111.6% | -45.6% |
| 1Y | -49.6% | +122.9% | -172.5% | -57.6% |
| 3Y | -59.0% | +774.3% | -833.3% | -75.6% |
| 5Y | -61.8% | +2,049.5% | -2,111.2% | -81.7% |
| 10Y | +61.4% | +5,821.5% | -5,760.0% | -40.6% |
| All | +174.6% | +13,662.2% | -13,487.5% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling