+669.6%
ASML vs ZS
+623.8%
+45.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.5% | +6.0% |
| 7D | -0.8% | -11.1% | +10.2% | +1.9% |
| 30D | -14.9% | -14.8% | 0.0% | -11.8% |
| 3M | -13.0% | +18.0% | -31.0% | -17.7% |
| 6M | -4.7% | +30.8% | -35.5% | -14.9% |
| YTD | +42.3% | -11.5% | +53.8% | +37.9% |
| 1Y | +49.7% | -37.8% | +87.5% | +59.3% |
| 3Y | +144.3% | +16.6% | +127.7% | +113.0% |
| 5Y | +86.4% | -43.6% | +129.9% | +79.0% |
| All | +669.6% | +623.8% | +45.8% | +361.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling