-90.5%
QID vs JAAA
+29.3%
-119.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.7% | +0.1% | -2.8% | -2.4% |
| 30D | +1.8% | +0.5% | +1.3% | +3.4% |
| 3M | -2.2% | +1.2% | -3.4% | +1.9% |
| 6M | -32.1% | +2.8% | -35.0% | -25.3% |
| YTD | -28.6% | +3.2% | -31.8% | -20.6% |
| 1Y | -36.3% | +4.8% | -41.2% | -25.6% |
| 3Y | -74.4% | +19.0% | -93.4% | -64.6% |
| 5Y | -80.8% | +26.8% | -107.6% | -70.9% |
| All | -90.5% | +29.3% | -119.8% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling