+139.4%
QLD vs JAAA
+18.6%
+120.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.2% |
| 7D | -10.3% | +0.2% | -10.4% | -11.6% |
| 30D | -26.1% | +0.4% | -26.5% | -29.0% |
| 3M | -17.8% | +1.2% | -19.0% | -26.5% |
| 6M | -15.6% | +2.3% | -17.9% | -32.2% |
| YTD | +5.4% | +3.9% | +1.5% | -26.1% |
| 1Y | +5.2% | +4.8% | +0.4% | -31.9% |
| 3Y | +139.4% | +18.5% | +120.9% | +38.6% |
| All | +139.4% | +18.6% | +120.8% | +38.6% |
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