+111.5%
AXP vs ZETA
+244.4%
-132.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -2.0% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | +5.8% | -8.0% | +13.9% | +7.0% |
| 3M | -6.0% | +21.4% | -27.4% | -9.0% |
| 6M | +0.3% | +80.1% | -79.8% | -9.2% |
| YTD | -12.3% | +52.5% | -64.7% | -19.3% |
| 1Y | -11.2% | +58.5% | -69.7% | -19.0% |
| 3Y | +117.0% | +281.7% | -164.6% | +61.0% |
| 5Y | +93.2% | +237.3% | -144.1% | +38.1% |
| All | +111.5% | +244.4% | -132.9% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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