+189.6%
ZTS vs FIX
+8,595.7%
-8,406.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -4.1% |
| 7D | -0.4% | -17.5% | +17.1% | +1.8% |
| 30D | +11.7% | -41.6% | +53.3% | +19.7% |
| 3M | +3.5% | -40.6% | +44.0% | +10.0% |
| 6M | -27.6% | -49.4% | +21.7% | -21.8% |
| YTD | -35.5% | +9.2% | -44.6% | -39.4% |
| 1Y | -32.1% | +6.5% | -38.5% | -36.2% |
| 3Y | -49.1% | +448.7% | -497.8% | -67.8% |
| 5Y | -61.0% | +948.7% | -1,009.8% | -79.2% |
| 10Y | +74.4% | +3,659.7% | -3,585.3% | -32.2% |
| All | +189.6% | +8,595.7% | -8,406.1% | +0.7% |
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 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