+155.3%
JPM vs QLD
+121.5%
+33.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | -0.2% | -0.1% | 0.0% | -0.2% |
| 3M | +15.9% | -8.4% | +24.2% | +17.4% |
| 6M | +20.9% | +32.2% | -11.3% | +10.4% |
| YTD | +12.9% | +28.9% | -16.0% | +3.6% |
| 1Y | +20.3% | +43.8% | -23.5% | +6.7% |
| 3Y | +160.9% | +176.6% | -15.7% | +88.8% |
| All | +155.3% | +121.5% | +33.7% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling