+277.1%
AXP vs ZS
+618.8%
-341.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -0.9% |
| 7D | +0.6% | -16.9% | +17.5% | +2.7% |
| 30D | +5.8% | -7.4% | +13.3% | +6.5% |
| 3M | -6.0% | +21.6% | -27.6% | -9.0% |
| 6M | +0.3% | +42.4% | -42.1% | -6.2% |
| YTD | -12.3% | -12.1% | -0.1% | -13.3% |
| 1Y | -11.2% | -37.8% | +26.6% | -8.5% |
| 3Y | +117.0% | +20.9% | +96.1% | +103.5% |
| 5Y | +93.2% | -41.6% | +134.8% | +83.3% |
| All | +277.1% | +618.8% | -341.7% | +173.5% |
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