+103.4%
ASML vs ZETA
+227.1%
-123.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.3% | -2.1% | -8.2% |
| 7D | -19.0% | -10.0% | -9.1% | -17.6% |
| 30D | -25.9% | -10.6% | -15.4% | -24.6% |
| 3M | -19.1% | +8.9% | -27.9% | -20.5% |
| 6M | -5.7% | +65.1% | -70.8% | -14.7% |
| YTD | +27.6% | +44.8% | -17.2% | +16.6% |
| 1Y | +30.8% | +47.8% | -17.0% | +18.7% |
| 3Y | +116.2% | +248.8% | -132.5% | +45.1% |
| 5Y | +67.7% | +220.3% | -152.7% | +5.3% |
| All | +103.4% | +227.1% | -123.7% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling