-58.7%
ZTS vs FDX
+62.0%
-120.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.3% |
| 7D | -4.8% | -3.3% | -1.5% | -4.0% |
| 30D | +1.2% | -1.4% | +2.6% | +1.6% |
| 3M | -6.0% | -4.5% | -1.5% | -5.1% |
| 6M | -38.7% | +9.4% | -48.1% | -40.4% |
| YTD | -40.6% | +36.0% | -76.6% | -45.2% |
| 1Y | -50.6% | +75.5% | -126.1% | -57.1% |
| 3Y | -58.7% | +62.8% | -121.5% | -65.7% |
| All | -58.7% | +62.0% | -120.8% | -65.7% |
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