+666.8%
ASML vs ZS
+608.8%
+58.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.1% |
| 7D | -2.9% | -13.4% | +10.6% | +0.5% |
| 30D | -15.2% | -16.6% | +1.4% | -11.7% |
| 3M | -12.9% | +10.3% | -23.2% | -16.2% |
| 6M | -5.0% | +28.1% | -33.2% | -14.8% |
| YTD | +41.8% | -13.3% | +55.1% | +38.0% |
| 1Y | +46.0% | -40.7% | +86.8% | +57.4% |
| 3Y | +133.5% | +11.4% | +122.1% | +105.9% |
| 5Y | +93.0% | -42.2% | +135.2% | +84.6% |
| All | +666.8% | +608.8% | +58.0% | +361.7% |
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