+85.9%
AXP vs ZS
-44.3%
+130.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.1% | -5.2% | +3.1% | -1.2% |
| 30D | +2.7% | -15.5% | +18.2% | +5.2% |
| 3M | -7.3% | +9.0% | -16.2% | -9.8% |
| 6M | +1.8% | +32.2% | -30.4% | -6.7% |
| YTD | -13.1% | -14.1% | +1.0% | -14.0% |
| 1Y | -13.7% | -39.1% | +25.3% | -8.7% |
| 3Y | +113.1% | +10.4% | +102.7% | +94.5% |
| 5Y | +85.9% | -44.6% | +130.6% | +69.7% |
| All | +85.9% | -44.3% | +130.2% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling