+1,395.4%
ASML vs QID
-99.0%
+1,494.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.6% | +3.4% |
| 7D | -9.0% | +9.4% | -18.4% | -2.5% |
| 30D | -21.0% | +31.2% | -52.2% | -3.7% |
| 3M | -16.3% | +17.4% | -33.7% | -4.5% |
| 6M | -7.5% | +8.4% | -15.9% | +4.9% |
| YTD | +34.0% | -15.8% | +49.8% | +33.5% |
| 1Y | +39.3% | -16.3% | +55.6% | +39.5% |
| 3Y | +128.9% | -70.4% | +199.3% | +45.5% |
| 5Y | +76.1% | -74.8% | +150.9% | +34.6% |
| All | +1,395.4% | -99.0% | +1,494.4% | +208.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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