+1,670.8%
ASML vs ZBRA
+427.9%
+1,242.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.5% |
| 7D | +1.1% | +1.8% | -0.7% | +0.3% |
| 30D | +2.2% | -1.7% | +3.9% | +3.0% |
| 3M | -2.3% | +47.8% | -50.1% | -20.5% |
| 6M | +23.0% | +56.7% | -33.8% | -3.6% |
| YTD | +61.1% | +49.4% | +11.7% | +27.5% |
| 1Y | +129.1% | +16.5% | +112.6% | +103.0% |
| 3Y | +165.4% | +31.5% | +133.9% | +112.7% |
| 5Y | +109.5% | -38.6% | +148.0% | +132.9% |
| All | +1,670.8% | +427.9% | +1,242.9% | +846.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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