+89.5%
AXP vs ZETA
+271.1%
-181.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.6% | -7.7% | -1.3% |
| 7D | -2.9% | +18.8% | -21.6% | -5.6% |
| 30D | +3.7% | +12.6% | -8.9% | +1.6% |
| 3M | -4.9% | +29.5% | -34.4% | -9.2% |
| 6M | +4.1% | +128.6% | -124.5% | -10.2% |
| YTD | -11.7% | +85.5% | -97.1% | -21.9% |
| 1Y | -11.7% | +90.6% | -102.3% | -22.5% |
| 3Y | +116.5% | +358.0% | -241.5% | +49.2% |
| 5Y | +89.5% | +282.0% | -192.5% | +27.7% |
| All | +89.5% | +271.1% | -181.6% | +27.7% |
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