-49.1%
ZTS vs FDX
+64.2%
-113.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -2.6% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | +11.7% | +6.6% | +5.1% | +10.2% |
| 3M | +3.5% | -2.1% | +5.5% | +4.2% |
| 6M | -27.6% | +2.2% | -29.8% | -28.1% |
| YTD | -35.5% | +33.9% | -69.4% | -40.1% |
| 1Y | -32.1% | +50.2% | -82.3% | -38.7% |
| 3Y | -49.1% | +65.5% | -114.6% | -57.4% |
| All | -49.1% | +64.2% | -113.3% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling