+164.9%
ASML vs QS
-22.6%
+187.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.1% |
| 7D | +1.1% | -2.3% | +3.4% | +1.4% |
| 30D | +2.2% | -0.7% | +2.9% | +2.2% |
| 3M | -2.3% | -39.6% | +37.4% | +4.0% |
| 6M | +23.0% | -21.7% | +44.7% | +26.4% |
| YTD | +61.1% | -47.4% | +108.5% | +72.5% |
| 1Y | +129.1% | -28.4% | +157.5% | +133.2% |
| All | +164.9% | -22.6% | +187.5% | +151.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling