+282.0%
AXP vs ZS
+517.5%
-235.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.4% | -0.6% |
| 7D | -2.1% | -7.8% | +5.7% | -1.2% |
| 30D | -6.5% | +5.0% | -11.6% | -7.3% |
| 3M | +4.6% | +25.5% | -20.9% | +1.4% |
| 6M | +5.4% | +8.7% | -3.3% | +2.2% |
| YTD | -11.1% | -24.5% | +13.4% | -9.9% |
| 1Y | -0.3% | -36.7% | +36.4% | +3.0% |
| 3Y | +111.6% | +7.2% | +104.4% | +102.6% |
| 5Y | +117.6% | -40.9% | +158.5% | +109.8% |
| All | +282.0% | +517.5% | -235.5% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling