+1,270.4%
JPM vs QLD
+7,369.0%
-6,098.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.4% | -2.0% |
| 7D | -0.8% | -10.3% | +9.5% | +4.0% |
| 30D | +1.5% | -26.1% | +27.5% | +15.9% |
| 3M | -5.7% | -17.8% | +12.1% | +2.0% |
| 6M | +7.2% | -15.6% | +22.8% | +11.9% |
| YTD | +5.8% | +5.4% | +0.4% | -1.8% |
| 1Y | +8.8% | +5.2% | +3.5% | +0.7% |
| 3Y | +147.4% | +139.4% | +8.0% | +41.2% |
| 5Y | +125.3% | +66.7% | +58.6% | +36.2% |
| 10Y | +540.5% | +1,422.1% | -881.5% | -21.1% |
| All | +1,270.4% | +7,369.0% | -6,098.6% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling