+30.8%
ASML vs QLD
+0.3%
+30.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.7% | +3.4% | +1.1% |
| 7D | -19.0% | -18.6% | -0.5% | -4.4% |
| 30D | -25.9% | -28.3% | +2.3% | -2.8% |
| 3M | -19.1% | -20.4% | +1.3% | -3.1% |
| 6M | -5.7% | -14.3% | +8.5% | +5.7% |
| YTD | +27.6% | +2.8% | +24.8% | +22.6% |
| 1Y | +30.8% | -1.2% | +32.0% | +28.8% |
| All | +30.8% | +0.3% | +30.5% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling