+465.0%
JPM vs QLD
+1,468.8%
-1,003.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.4% | +1.7% |
| 7D | +3.5% | +7.0% | -3.5% | +1.3% |
| 30D | +3.3% | -14.3% | +17.6% | +7.6% |
| 3M | -4.2% | -16.0% | +11.8% | +0.2% |
| 6M | +16.4% | -14.2% | +30.6% | +19.4% |
| YTD | +9.5% | +12.8% | -3.2% | +2.2% |
| 1Y | +14.0% | +14.1% | 0.0% | +5.8% |
| 3Y | +153.1% | +146.0% | +7.1% | +75.6% |
| 5Y | +134.9% | +82.0% | +52.9% | +68.5% |
| All | +465.0% | +1,468.8% | -1,003.8% | +75.5% |
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