+124.5%
ASML vs ZETA
+313.7%
-189.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | +10.4% | +26.5% | -16.1% | +6.3% |
| 30D | -12.7% | +10.3% | -23.0% | -14.1% |
| 3M | -17.2% | +30.5% | -47.7% | -20.9% |
| 6M | -1.3% | +129.4% | -130.7% | -15.4% |
| YTD | +40.8% | +83.1% | -42.4% | +23.9% |
| 1Y | +45.2% | +82.1% | -36.9% | +27.6% |
| 3Y | +131.8% | +352.3% | -220.5% | +49.0% |
| 5Y | +84.0% | +293.1% | -209.1% | +11.5% |
| All | +124.5% | +313.7% | -189.2% | +33.6% |
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