+200.7%
ZTS vs FIX
+9,351.4%
-9,150.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | -0.6% | -13.9% | +13.3% | +1.0% |
| 30D | +11.0% | -35.5% | +46.5% | +17.2% |
| 3M | +10.9% | -33.9% | +44.9% | +16.2% |
| 6M | +0.9% | -43.3% | +44.2% | +7.1% |
| YTD | -33.0% | +18.7% | -51.7% | -37.9% |
| 1Y | -29.6% | +13.8% | -43.4% | -34.4% |
| 3Y | -49.0% | +495.0% | -544.0% | -68.1% |
| 5Y | -59.5% | +1,049.0% | -1,108.5% | -78.6% |
| 10Y | +77.0% | +3,644.4% | -3,567.4% | -31.0% |
| All | +200.7% | +9,351.4% | -9,150.7% | +3.4% |
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