+83.2%
FDX vs ZS
+517.5%
-434.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | 0.0% |
| 7D | -2.5% | -7.8% | +5.3% | -1.6% |
| 30D | +3.8% | +5.0% | -1.2% | +3.0% |
| 3M | -1.3% | +25.5% | -26.8% | -4.4% |
| 6M | +5.0% | +8.7% | -3.7% | +1.6% |
| YTD | +39.6% | -24.5% | +64.2% | +41.3% |
| 1Y | +81.1% | -36.7% | +117.8% | +87.2% |
| 3Y | +63.0% | +7.2% | +55.8% | +53.3% |
| 5Y | +65.6% | -40.9% | +106.5% | +59.8% |
| All | +83.2% | +517.5% | -434.2% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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