+1,644.6%
ASML vs QLD
+1,646.9%
-2.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.8% | +4.0% |
| 7D | +1.1% | +0.6% | +0.5% | +0.7% |
| 30D | +2.2% | -0.1% | +2.3% | +2.2% |
| 3M | -2.3% | -8.4% | +6.1% | +3.4% |
| 6M | +23.0% | +32.2% | -9.2% | +3.2% |
| YTD | +61.1% | +28.9% | +32.2% | +37.5% |
| 1Y | +129.1% | +43.8% | +85.3% | +82.2% |
| 3Y | +165.4% | +176.6% | -11.2% | +37.3% |
| 5Y | +109.5% | +121.6% | -12.1% | +17.4% |
| All | +1,644.6% | +1,646.9% | -2.3% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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