+152.2%
QLD vs JAAA
+18.5%
+133.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +12.5% | +0.1% | +12.4% | +11.5% |
| 30D | -15.7% | +0.4% | -16.1% | -18.9% |
| 3M | -11.9% | +1.2% | -13.1% | -21.4% |
| 6M | -10.3% | +2.3% | -12.6% | -27.6% |
| YTD | +15.6% | +4.0% | +11.6% | -19.5% |
| 1Y | +12.1% | +4.8% | +7.3% | -27.5% |
| All | +152.2% | +18.5% | +133.7% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling