+830.8%
JBL vs QS
-46.4%
+877.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.1% | +4.9% |
| 7D | +2.4% | -3.6% | +6.1% | +2.7% |
| 30D | -13.1% | -17.2% | +4.1% | -11.8% |
| 3M | -15.6% | -27.0% | +11.4% | -13.7% |
| 6M | +24.6% | -24.6% | +49.1% | +26.9% |
| YTD | +39.6% | -49.3% | +88.9% | +45.7% |
| 1Y | +48.6% | -40.3% | +89.0% | +52.4% |
| 3Y | +197.3% | -23.8% | +221.1% | +187.7% |
| 5Y | +413.0% | -75.0% | +487.9% | +402.6% |
| All | +830.8% | -46.4% | +877.2% | +878.7% |
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