+77.0%
ZTS vs FDX
+155.6%
-78.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | +11.0% | +9.5% | +1.5% | +8.3% |
| 3M | +10.9% | -1.3% | +12.3% | +11.5% |
| 6M | +0.9% | +5.5% | -4.6% | -0.9% |
| YTD | -33.0% | +38.9% | -71.9% | -39.5% |
| 1Y | -29.6% | +58.8% | -88.4% | -38.8% |
| 3Y | -49.0% | +71.1% | -120.2% | -57.9% |
| 5Y | -59.5% | +76.3% | -135.8% | -67.8% |
| 10Y | +77.0% | +153.4% | -76.4% | +17.4% |
| All | +77.0% | +155.6% | -78.6% | +17.4% |
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