-5.7%
ASML vs ZETA
+61.1%
-66.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -2.1% | -9.7% |
| 7D | -19.0% | -10.0% | -9.1% | -19.7% |
| 30D | -25.9% | -10.6% | -15.4% | -26.5% |
| 3M | -19.1% | +8.9% | -27.9% | -17.3% |
| 6M | -5.7% | +65.1% | -70.8% | +5.9% |
| All | -5.7% | +61.1% | -66.9% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling