+39.3%
ASML vs ZETA
+55.9%
-16.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.3% | -0.3% | +4.8% |
| 7D | -9.0% | -0.4% | -8.6% | -9.0% |
| 30D | -21.0% | -8.0% | -12.9% | -20.8% |
| 3M | -16.3% | +21.4% | -37.7% | -16.5% |
| 6M | -7.5% | +80.1% | -87.6% | -9.8% |
| YTD | +34.0% | +52.5% | -18.5% | +32.0% |
| 1Y | +39.3% | +58.5% | -19.2% | +35.8% |
| All | +39.3% | +55.9% | -16.6% | +35.8% |
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