+7,818.6%
ASML vs QLD
+8,245.8%
-427.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.7% |
| 7D | -10.0% | -9.4% | -0.6% | -4.5% |
| 30D | -19.4% | -17.1% | -2.4% | -9.8% |
| 3M | -12.5% | -10.4% | -2.1% | -6.6% |
| 6M | +8.2% | +0.7% | +7.5% | +8.0% |
| YTD | +40.7% | +17.7% | +23.0% | +28.1% |
| 1Y | +46.1% | +14.7% | +31.5% | +35.0% |
| 3Y | +138.5% | +169.6% | -31.1% | +30.7% |
| 5Y | +84.2% | +86.7% | -2.5% | +19.4% |
| 10Y | +1,505.1% | +1,600.8% | -95.6% | +166.5% |
| All | +7,818.6% | +8,245.8% | -427.2% | +291.6% |
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