+108.6%
ASML vs ZETA
+329.5%
-220.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.1% | +8.2% | +4.8% |
| 7D | +1.1% | +2.7% | -1.5% | +0.5% |
| 30D | +2.2% | +15.8% | -13.6% | -0.6% |
| 3M | -2.3% | +35.4% | -37.7% | -8.1% |
| 6M | +23.0% | +67.1% | -44.1% | +10.3% |
| YTD | +61.1% | +54.1% | +7.0% | +45.3% |
| 1Y | +129.1% | +67.8% | +61.3% | +101.4% |
| 3Y | +165.4% | +311.4% | -146.1% | +66.6% |
| All | +108.6% | +329.5% | -220.9% | +18.6% |
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 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