+129.1%
ASML vs ZETA
+68.7%
+60.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.1% | +8.2% | +4.3% |
| 7D | +1.1% | +2.7% | -1.5% | +0.9% |
| 30D | +2.2% | +15.8% | -13.6% | +1.4% |
| 3M | -2.3% | +35.4% | -37.7% | -3.1% |
| 6M | +23.0% | +67.1% | -44.1% | +18.8% |
| YTD | +61.1% | +54.1% | +7.0% | +56.5% |
| 1Y | +129.1% | +67.8% | +61.3% | +123.3% |
| All | +129.1% | +68.7% | +60.4% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 1y: compounded portfolio wealth divided by compounded ZETA 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…
1y analysis · Full analysis span regression · 6 months rolling