+67.7%
ASML vs ZETA
+226.4%
-158.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -2.1% | -8.1% |
| 7D | -19.0% | -10.0% | -9.1% | -17.5% |
| 30D | -25.9% | -10.6% | -15.4% | -24.5% |
| 3M | -19.1% | +8.9% | -27.9% | -20.6% |
| 6M | -5.7% | +65.1% | -70.8% | -15.4% |
| YTD | +27.6% | +44.8% | -17.2% | +15.8% |
| 1Y | +30.8% | +47.8% | -17.0% | +17.9% |
| 3Y | +116.2% | +248.8% | -132.5% | +36.7% |
| 5Y | +67.7% | +220.3% | -152.7% | -7.8% |
| All | +67.7% | +226.4% | -158.7% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling