+129.1%
ASML vs ZS
-37.1%
+166.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +4.1% |
| 7D | +1.1% | -7.8% | +8.9% | +1.0% |
| 30D | +2.2% | +5.0% | -2.9% | +2.4% |
| 3M | -2.3% | +25.5% | -27.8% | -1.6% |
| 6M | +23.0% | +8.7% | +14.3% | +26.2% |
| YTD | +61.1% | -24.5% | +85.6% | +76.5% |
| 1Y | +129.1% | -36.7% | +165.8% | +147.5% |
| All | +129.1% | -37.1% | +166.2% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 1y: compounded portfolio wealth divided by compounded ZS 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…
1y analysis · Full analysis span regression · 6 months rolling