+216.2%
QLD vs JAAA
+30.2%
+186.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.4% |
| 7D | -10.3% | +0.2% | -10.4% | -10.8% |
| 30D | -26.1% | +0.4% | -26.5% | -27.1% |
| 3M | -17.8% | +1.2% | -19.0% | -21.0% |
| 6M | -15.6% | +2.3% | -17.9% | -22.0% |
| YTD | +5.4% | +3.9% | +1.5% | -7.1% |
| 1Y | +5.2% | +4.8% | +0.4% | -9.8% |
| 3Y | +139.4% | +18.5% | +120.9% | +73.5% |
| 5Y | +66.7% | +27.5% | +39.3% | +9.8% |
| All | +216.2% | +30.2% | +186.0% | +88.7% |
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