+320.9%
ASML vs QS
-54.8%
+375.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | -0.1% |
| 7D | -2.9% | +8.0% | -10.9% | -3.6% |
| 30D | -15.2% | -2.8% | -12.4% | -15.0% |
| 3M | -12.9% | -28.1% | +15.2% | -10.1% |
| 6M | -5.0% | -41.0% | +35.9% | -0.4% |
| YTD | +41.8% | -57.3% | +99.1% | +52.8% |
| 1Y | +46.0% | -72.7% | +118.7% | +63.7% |
| 3Y | +133.5% | -18.6% | +152.1% | +121.2% |
| 5Y | +93.0% | -87.0% | +180.0% | +92.7% |
| All | +320.9% | -54.8% | +375.7% | +352.5% |
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