+1,362.1%
JPM vs QLD
+9,036.4%
-7,674.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.1% |
| 7D | +0.3% | +0.6% | -0.3% | 0.0% |
| 30D | -0.2% | -0.1% | 0.0% | -0.3% |
| 3M | +15.9% | -8.4% | +24.2% | +18.3% |
| 6M | +20.9% | +32.2% | -11.3% | +2.5% |
| YTD | +12.9% | +28.9% | -16.0% | -3.5% |
| 1Y | +20.3% | +43.8% | -23.5% | -3.4% |
| 3Y | +160.9% | +176.6% | -15.7% | +40.2% |
| 5Y | +154.8% | +121.6% | +33.3% | +34.8% |
| 10Y | +591.1% | +1,652.9% | -1,061.8% | -18.8% |
| All | +1,362.1% | +9,036.4% | -7,674.4% | -57.9% |
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 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