+479.1%
JPM vs QLD
+1,387.1%
-908.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +1.2% | -3.8% | +5.0% | +2.2% |
| 30D | +2.7% | -20.5% | +23.3% | +9.6% |
| 3M | -4.5% | -14.6% | +10.2% | -0.5% |
| 6M | +14.3% | -14.7% | +29.0% | +17.5% |
| YTD | +8.2% | +11.2% | -3.0% | +1.5% |
| 1Y | +10.0% | +7.1% | +2.9% | +4.3% |
| 3Y | +149.0% | +141.1% | +7.9% | +74.0% |
| 5Y | +131.0% | +84.3% | +46.8% | +65.0% |
| 10Y | +479.1% | +1,450.1% | -971.0% | +90.2% |
| All | +479.1% | +1,387.1% | -908.1% | +90.2% |
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