+279.6%
AXP vs ZS
+604.7%
-325.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -2.9% | -13.7% | +10.8% | -1.2% |
| 30D | +3.7% | -14.2% | +17.9% | +5.3% |
| 3M | -4.9% | +8.5% | -13.4% | -6.6% |
| 6M | +4.1% | +30.2% | -26.1% | -1.5% |
| YTD | -11.7% | -13.8% | +2.2% | -12.5% |
| 1Y | -11.7% | -41.5% | +29.8% | -8.3% |
| 3Y | +116.5% | +10.7% | +105.8% | +105.0% |
| 5Y | +89.5% | -43.6% | +133.1% | +80.4% |
| All | +279.6% | +604.7% | -325.1% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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