-61.4%
ZTS vs FDX
+65.4%
-126.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | -2.0% | -2.5% | +0.5% | -1.3% |
| 30D | +1.9% | +3.8% | -1.9% | +0.9% |
| 3M | -4.0% | -1.3% | -2.7% | -3.9% |
| 6M | -39.1% | +5.0% | -44.2% | -40.3% |
| YTD | -38.8% | +39.6% | -78.4% | -44.5% |
| 1Y | -49.6% | +81.1% | -130.7% | -57.4% |
| 3Y | -59.0% | +63.0% | -122.0% | -65.4% |
| All | -61.4% | +65.4% | -126.8% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling