+481.0%
JPM vs QLD
+1,536.4%
-1,055.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.3% | -1.0% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | +2.7% | -15.7% | +18.4% | +7.6% |
| 3M | -4.7% | -10.0% | +5.4% | -2.4% |
| 6M | +15.6% | -11.2% | +26.8% | +17.3% |
| YTD | +8.6% | +16.4% | -7.7% | +0.5% |
| 1Y | +10.9% | +12.7% | -1.8% | +3.5% |
| 3Y | +149.9% | +152.3% | -2.4% | +72.2% |
| 5Y | +131.9% | +91.8% | +40.2% | +63.6% |
| 10Y | +481.0% | +1,520.2% | -1,039.2% | +87.6% |
| All | +481.0% | +1,536.4% | -1,055.4% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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