+82.7%
ASML vs ZETA
+281.0%
-198.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +0.2% |
| 7D | +4.9% | +18.1% | -13.2% | +1.9% |
| 30D | -9.3% | +13.6% | -22.8% | -11.2% |
| 3M | -19.0% | +23.7% | -42.7% | -22.2% |
| 6M | -5.2% | +128.5% | -133.7% | -19.7% |
| YTD | +40.6% | +80.1% | -39.5% | +22.8% |
| 1Y | +47.5% | +98.0% | -50.5% | +26.2% |
| 3Y | +133.9% | +348.6% | -214.7% | +40.2% |
| All | +82.7% | +281.0% | -198.3% | -2.0% |
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 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