+8,963.4%
ASML vs QLD
+9,036.4%
-73.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.1% |
| 6M | +23.0% | +32.2% | -9.2% | +4.4% |
| YTD | +61.1% | +28.9% | +32.2% | +38.9% |
| 1Y | +129.1% | +43.8% | +85.3% | +84.9% |
| 3Y | +165.4% | +176.6% | -11.2% | +42.8% |
| 5Y | +109.5% | +121.6% | -12.1% | +23.0% |
| 10Y | +1,645.7% | +1,652.9% | -7.2% | +183.8% |
| All | +8,963.4% | +9,036.4% | -73.0% | +324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling