+82.1%
QLD vs JAAA
+27.5%
+54.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.6% |
| 7D | +7.0% | +0.1% | +6.9% | +6.6% |
| 30D | -14.3% | +0.4% | -14.7% | -15.6% |
| 3M | -16.0% | +1.2% | -17.2% | -19.6% |
| 6M | -14.2% | +2.3% | -16.5% | -21.0% |
| YTD | +12.8% | +4.0% | +8.8% | -1.7% |
| 1Y | +14.1% | +4.8% | +9.2% | -3.1% |
| 3Y | +146.0% | +18.4% | +127.5% | +76.8% |
| All | +82.1% | +27.5% | +54.5% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling