+140.3%
ASML vs QLD
+168.6%
-28.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -5.0% |
| 7D | -10.0% | -9.4% | -0.6% | -3.2% |
| 30D | -19.4% | -17.1% | -2.4% | -7.4% |
| 3M | -12.5% | -10.4% | -2.1% | -5.3% |
| 6M | +8.2% | +0.7% | +7.5% | +7.5% |
| YTD | +40.7% | +17.7% | +23.0% | +24.5% |
| 1Y | +46.1% | +14.7% | +31.5% | +31.5% |
| All | +140.3% | +168.6% | -28.2% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling