+59.4%
ZTS vs FDX
+177.6%
-118.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.2% |
| 7D | -4.8% | -3.3% | -1.5% | -3.9% |
| 30D | +1.2% | -1.4% | +2.6% | +1.6% |
| 3M | -6.0% | -4.5% | -1.5% | -5.0% |
| 6M | -38.7% | +9.4% | -48.1% | -40.7% |
| YTD | -40.6% | +36.0% | -76.6% | -46.1% |
| 1Y | -50.6% | +75.5% | -126.1% | -58.4% |
| 3Y | -58.7% | +62.8% | -121.5% | -65.5% |
| 5Y | -62.8% | +64.4% | -127.2% | -69.9% |
| All | +59.4% | +177.6% | -118.3% | +3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling