+129.8%
ASML vs ZETA
+318.9%
-189.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.6% | -5.9% | +0.6% |
| 7D | +2.5% | +18.8% | -16.2% | -0.2% |
| 30D | -12.2% | +12.6% | -24.8% | -13.9% |
| 3M | -14.6% | +29.5% | -44.1% | -18.4% |
| 6M | -1.7% | +128.6% | -130.3% | -15.7% |
| YTD | +44.3% | +85.5% | -41.2% | +26.8% |
| 1Y | +51.0% | +90.6% | -39.6% | +31.6% |
| 3Y | +137.6% | +358.0% | -220.4% | +52.4% |
| 5Y | +92.7% | +282.0% | -189.2% | +16.8% |
| All | +129.8% | +318.9% | -189.1% | +36.5% |
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