+1,323.9%
ASML vs QLD
+1,338.5%
-14.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.7% | +3.4% | -1.1% |
| 7D | -19.0% | -18.6% | -0.5% | -7.6% |
| 30D | -25.9% | -28.3% | +2.3% | -8.3% |
| 3M | -19.1% | -20.4% | +1.3% | -6.5% |
| 6M | -5.7% | -14.3% | +8.5% | +4.2% |
| YTD | +27.6% | +2.8% | +24.8% | +25.7% |
| 1Y | +30.8% | -1.2% | +32.0% | +32.0% |
| 3Y | +116.2% | +135.3% | -19.1% | +24.4% |
| 5Y | +67.7% | +62.6% | +5.1% | +13.7% |
| All | +1,323.9% | +1,338.5% | -14.6% | +165.0% |
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