+125.9%
ASML vs ZYBT
-57.8%
+183.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.4% |
| 7D | +2.5% | -2.5% | +5.0% | +2.5% |
| 30D | -6.2% | -1.2% | -5.0% | -6.2% |
| 3M | -2.6% | +76.7% | -79.2% | -2.4% |
| 6M | +22.4% | +103.6% | -81.2% | +21.2% |
| YTD | +58.5% | +38.3% | +20.2% | +58.3% |
| 1Y | +114.2% | -84.7% | +198.9% | +123.5% |
| All | +125.9% | -57.8% | +183.8% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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