+75.5%
ASML vs QID
-74.8%
+150.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.6% | +3.2% |
| 7D | -9.0% | +9.4% | -18.4% | -1.9% |
| 30D | -21.0% | +31.2% | -52.2% | -1.9% |
| 3M | -16.3% | +17.4% | -33.7% | -3.4% |
| 6M | -7.5% | +8.4% | -15.9% | +5.9% |
| YTD | +34.0% | -15.8% | +49.8% | +33.0% |
| 1Y | +39.3% | -16.3% | +55.6% | +39.0% |
| 3Y | +128.9% | -70.4% | +199.3% | +37.7% |
| All | +75.5% | -74.8% | +150.3% | +29.2% |
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