+95.6%
AXP vs ZETA
+226.4%
-130.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.0% | -1.2% |
| 7D | +0.4% | -10.0% | +10.4% | +2.0% |
| 30D | +7.0% | -10.6% | +17.6% | +8.8% |
| 3M | -6.6% | +8.9% | -15.5% | -8.3% |
| 6M | +3.5% | +65.1% | -61.6% | -5.9% |
| YTD | -11.2% | +44.8% | -56.0% | -18.2% |
| 1Y | -10.2% | +47.8% | -58.0% | -17.8% |
| 3Y | +120.0% | +248.8% | -128.7% | +58.6% |
| 5Y | +95.6% | +220.3% | -124.8% | +32.5% |
| All | +95.6% | +226.4% | -130.8% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling