+1,646.5%
QLD vs JBL
+1,439.8%
+206.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.6% |
| 7D | +3.0% | +4.4% | -1.4% | -0.2% |
| 30D | -1.8% | -8.4% | +6.6% | +3.9% |
| 3M | -1.8% | -14.2% | +12.4% | +8.7% |
| 6M | +36.9% | +29.6% | +7.3% | +10.4% |
| YTD | +28.7% | +37.1% | -8.4% | -1.9% |
| 1Y | +41.9% | +49.5% | -7.6% | -0.2% |
| 3Y | +184.2% | +192.7% | -8.5% | +8.3% |
| 5Y | +122.1% | +411.3% | -289.2% | -45.4% |
| 10Y | +1,646.5% | +1,447.6% | +198.9% | +105.1% |
| All | +1,646.5% | +1,439.8% | +206.7% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling