+317.4%
ASML vs QS
-62.6%
+380.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.0% | +0.4% |
| 7D | +4.9% | -14.0% | +19.0% | +6.6% |
| 30D | -9.3% | -6.4% | -2.9% | -8.8% |
| 3M | -19.0% | -40.3% | +21.3% | -14.7% |
| 6M | -5.2% | -57.5% | +52.3% | +2.8% |
| YTD | +40.6% | -64.7% | +105.3% | +54.5% |
| 1Y | +47.5% | -72.9% | +120.4% | +65.9% |
| 3Y | +133.9% | -33.5% | +167.3% | +126.1% |
| 5Y | +83.8% | -90.5% | +174.3% | +87.3% |
| All | +317.4% | -62.6% | +380.0% | +357.5% |
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