-22.0%
QID vs JAAA
+4.8%
-26.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +9.8% | +0.2% | +9.6% | +11.7% |
| 30D | +18.9% | +0.4% | +18.5% | +25.2% |
| 3M | +9.6% | +1.2% | +8.4% | +27.1% |
| 6M | -7.8% | +2.3% | -10.2% | +25.0% |
| YTD | -23.3% | +3.9% | -27.2% | +22.1% |
| 1Y | -22.0% | +4.8% | -26.8% | +37.7% |
| All | -22.0% | +4.8% | -26.8% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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