-90.4%
QID vs JAAA
+29.4%
-119.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.5% |
| 7D | +1.3% | +0.1% | +1.2% | +1.5% |
| 30D | +2.9% | +0.5% | +2.4% | +4.8% |
| 3M | -0.7% | +1.3% | -2.0% | +3.6% |
| 6M | -29.7% | +2.8% | -32.5% | -22.8% |
| YTD | -27.9% | +3.3% | -31.1% | -19.6% |
| 1Y | -34.6% | +4.9% | -39.5% | -23.3% |
| 3Y | -73.5% | +19.0% | -92.5% | -63.3% |
| 5Y | -81.0% | +26.9% | -107.9% | -71.2% |
| All | -90.4% | +29.4% | -119.8% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling