+117.9%
ASML vs QID
-69.7%
+187.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +12.7% | -22.0% | +0.2% |
| 7D | -19.0% | +20.2% | -39.3% | -5.7% |
| 30D | -25.9% | +35.3% | -61.2% | -5.0% |
| 3M | -19.1% | +21.3% | -40.4% | -3.6% |
| 6M | -5.7% | +6.7% | -12.5% | +7.5% |
| YTD | +27.6% | -13.6% | +41.2% | +28.7% |
| 1Y | +30.8% | -11.0% | +41.8% | +36.2% |
| All | +117.9% | -69.7% | +187.7% | +30.9% |
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