+117.9%
ASML vs QLD
+134.4%
-16.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.7% | +3.4% | +0.2% |
| 7D | -19.0% | -18.6% | -0.5% | -5.7% |
| 30D | -25.9% | -28.3% | +2.3% | -5.2% |
| 3M | -19.1% | -20.4% | +1.3% | -4.5% |
| 6M | -5.7% | -14.3% | +8.5% | +5.4% |
| YTD | +27.6% | +2.8% | +24.8% | +24.8% |
| 1Y | +30.8% | -1.2% | +32.0% | +31.3% |
| All | +117.9% | +134.4% | -16.5% | +13.7% |
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