+322.4%
ASML vs QS
-53.6%
+376.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.8% | -0.6% | +5.5% |
| 7D | -0.8% | +13.7% | -14.5% | -2.2% |
| 30D | -14.9% | -0.2% | -14.7% | -15.0% |
| 3M | -13.0% | -24.8% | +11.9% | -10.5% |
| 6M | -4.7% | -39.4% | +34.7% | -0.3% |
| YTD | +42.3% | -56.1% | +98.5% | +52.9% |
| 1Y | +49.7% | -72.5% | +122.2% | +67.7% |
| 3Y | +144.3% | -16.3% | +160.6% | +130.7% |
| 5Y | +86.4% | -87.6% | +173.9% | +85.7% |
| All | +322.4% | -53.6% | +376.0% | +352.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling