+286.8%
QLD vs JAAA
+29.3%
+257.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.1% |
| 7D | +0.6% | +0.2% | +0.4% | 0.0% |
| 30D | -0.1% | +0.5% | -0.7% | -1.9% |
| 3M | -8.4% | +1.3% | -9.6% | -12.2% |
| 6M | +32.2% | +2.7% | +29.5% | +21.1% |
| YTD | +28.9% | +3.2% | +25.7% | +16.3% |
| 1Y | +43.8% | +4.9% | +38.9% | +23.3% |
| 3Y | +176.6% | +19.0% | +157.6% | +103.3% |
| 5Y | +121.6% | +26.8% | +94.8% | +48.9% |
| All | +286.8% | +29.3% | +257.5% | +136.3% |
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