+126.1%
ASML vs ZETA
+289.2%
-163.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.5% | -1.7% |
| 7D | -2.9% | +13.2% | -16.1% | -4.7% |
| 30D | -15.2% | +6.0% | -21.2% | -16.0% |
| 3M | -12.9% | +27.3% | -40.2% | -16.5% |
| 6M | -5.0% | +104.6% | -109.6% | -17.0% |
| YTD | +41.8% | +72.3% | -30.5% | +26.1% |
| 1Y | +46.0% | +76.3% | -30.3% | +28.9% |
| 3Y | +133.5% | +325.6% | -192.1% | +51.6% |
| 5Y | +93.0% | +254.2% | -161.2% | +18.3% |
| All | +126.1% | +289.2% | -163.1% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling