+1,411.0%
ASML vs QSR
+135.3%
+1,275.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.5% |
| 7D | -9.0% | +7.3% | -16.3% | -12.1% |
| 30D | -21.0% | +11.9% | -32.9% | -25.3% |
| 3M | -16.3% | +7.5% | -23.8% | -19.8% |
| 6M | -7.5% | +2.5% | -10.0% | -10.3% |
| YTD | +34.0% | +17.0% | +17.0% | +20.2% |
| 1Y | +39.3% | +18.1% | +21.2% | +24.0% |
| 3Y | +128.9% | +28.6% | +100.2% | +90.2% |
| 5Y | +76.1% | +55.8% | +20.3% | +31.9% |
| All | +1,411.0% | +135.3% | +1,275.7% | +783.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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