+1,559.3%
ASML vs QXO
+19.0%
+1,540.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.2% | +4.8% | -2.3% |
| 7D | +10.4% | +10.1% | +0.3% | +10.1% |
| 30D | -12.7% | +16.2% | -29.0% | -13.1% |
| 3M | -17.2% | -14.8% | -2.4% | -17.0% |
| 6M | -1.3% | -27.8% | +26.5% | -0.8% |
| YTD | +40.8% | -33.6% | +74.4% | +41.7% |
| 1Y | +45.2% | -31.8% | +77.0% | +46.1% |
| 3Y | +131.8% | -46.8% | +178.6% | +122.2% |
| 5Y | +84.0% | -63.6% | +147.6% | +75.2% |
| All | +1,559.3% | +19.0% | +1,540.3% | +1,456.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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