+10.0%
JPM vs QLD
+9.9%
+0.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.5% | +1.2% |
| 7D | +0.4% | -1.4% | +1.9% | +0.6% |
| 30D | +2.7% | -19.6% | +22.3% | +5.7% |
| 3M | -3.8% | -14.1% | +10.3% | -2.2% |
| 6M | +14.3% | -13.6% | +27.9% | +14.3% |
| YTD | +8.2% | +12.5% | -4.3% | -2.0% |
| All | +10.0% | +9.9% | +0.1% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling