+82.7%
ASML vs QID
-76.9%
+159.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | +1.7% |
| 7D | +4.9% | -7.1% | +12.1% | 0.0% |
| 30D | -9.3% | +12.6% | -21.9% | +1.2% |
| 3M | -19.0% | +14.2% | -33.2% | -7.9% |
| 6M | -5.2% | +6.2% | -11.4% | +7.1% |
| YTD | +40.6% | -21.8% | +62.4% | +33.0% |
| 1Y | +47.5% | -23.1% | +70.6% | +39.0% |
| 3Y | +133.9% | -71.3% | +205.2% | +37.9% |
| All | +82.7% | -76.9% | +159.5% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling