+199.5%
ZTS vs FIX
+8,146.5%
-7,947.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -11.6% | +3.6% | -6.3% |
| 7D | +4.9% | -27.2% | +32.1% | +9.2% |
| 30D | +15.9% | -46.9% | +62.8% | +25.9% |
| 3M | +11.1% | -44.4% | +55.5% | +19.4% |
| 6M | -26.0% | -50.9% | +24.9% | -19.7% |
| YTD | -33.3% | +3.5% | -36.8% | -36.9% |
| 1Y | -30.3% | -2.1% | -28.2% | -33.6% |
| 3Y | -47.0% | +418.7% | -465.8% | -66.2% |
| 5Y | -59.7% | +894.6% | -954.3% | -78.3% |
| 10Y | +80.3% | +3,465.5% | -3,385.2% | -29.3% |
| All | +199.5% | +8,146.5% | -7,947.0% | +5.0% |
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