+113.6%
ASML vs ZETA
+244.4%
-130.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.3% | -0.3% | +4.2% |
| 7D | -9.0% | -0.4% | -8.6% | -8.9% |
| 30D | -21.0% | -8.0% | -12.9% | -19.9% |
| 3M | -16.3% | +21.4% | -37.7% | -19.1% |
| 6M | -7.5% | +80.1% | -87.6% | -17.5% |
| YTD | +34.0% | +52.5% | -18.5% | +21.5% |
| 1Y | +39.3% | +58.5% | -19.2% | +25.1% |
| 3Y | +128.9% | +281.7% | -152.8% | +51.1% |
| 5Y | +76.1% | +237.3% | -161.2% | +9.7% |
| All | +113.6% | +244.4% | -130.8% | +31.0% |
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