+58.8%
ZTS vs FDX
+173.3%
-114.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.1% |
| 7D | -3.8% | -2.3% | -1.4% | -3.1% |
| 30D | -2.0% | -4.9% | +2.9% | -0.6% |
| 3M | -10.2% | -6.5% | -3.7% | -8.7% |
| 6M | -39.4% | +6.7% | -46.1% | -40.9% |
| YTD | -40.8% | +33.9% | -74.7% | -46.0% |
| 1Y | -50.1% | +72.2% | -122.3% | -57.8% |
| 3Y | -58.9% | +60.2% | -119.1% | -65.5% |
| 5Y | -62.4% | +62.9% | -125.3% | -69.5% |
| 10Y | +58.8% | +178.8% | -120.0% | +3.6% |
| All | +58.8% | +173.3% | -114.5% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FDX 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling