+1,582.8%
ASML vs QID
-99.1%
+1,681.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | -1.2% |
| 7D | +2.5% | -1.1% | +3.7% | +3.3% |
| 30D | -12.2% | +14.4% | -26.6% | -1.8% |
| 3M | -14.6% | +6.7% | -21.3% | -8.1% |
| 6M | -1.7% | +2.6% | -4.3% | +7.7% |
| YTD | +44.3% | -24.2% | +68.5% | +34.8% |
| 1Y | +51.0% | -22.3% | +73.3% | +44.5% |
| 3Y | +137.6% | -72.0% | +209.6% | +45.7% |
| 5Y | +92.7% | -78.2% | +170.9% | +35.0% |
| 10Y | +1,582.8% | -99.1% | +1,681.9% | +227.1% |
| All | +1,582.8% | -99.1% | +1,681.9% | +227.1% |
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