+286.2%
QLD vs JAAA
+29.3%
+256.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.0% | +0.1% | +2.9% | +2.6% |
| 30D | -1.8% | +0.5% | -2.3% | -3.3% |
| 3M | -1.8% | +1.2% | -3.0% | -5.7% |
| 6M | +36.9% | +2.8% | +34.0% | +24.7% |
| YTD | +28.7% | +3.2% | +25.5% | +16.1% |
| 1Y | +41.9% | +4.8% | +37.0% | +22.0% |
| 3Y | +184.2% | +19.0% | +165.2% | +108.9% |
| 5Y | +122.1% | +26.8% | +95.3% | +49.2% |
| All | +286.2% | +29.3% | +256.9% | +135.9% |
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