+164.9%
ASML vs QID
-73.9%
+238.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +3.9% |
| 7D | +1.1% | -0.6% | +1.7% | +0.7% |
| 30D | +2.2% | 0.0% | +2.2% | +2.5% |
| 3M | -2.3% | +3.7% | -6.0% | +5.1% |
| 6M | +23.0% | -29.9% | +52.8% | +2.3% |
| YTD | +61.1% | -28.8% | +89.8% | +37.1% |
| 1Y | +129.1% | -37.2% | +166.3% | +82.4% |
| All | +164.9% | -73.9% | +238.8% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling