+1,418.0%
QLD vs JBL
+1,188.5%
+229.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.6% | +1.2% | +2.7% |
| 7D | -1.4% | -5.2% | +3.7% | +2.7% |
| 30D | -19.6% | -17.5% | -2.0% | -7.4% |
| 3M | -14.1% | -26.0% | +11.8% | +5.0% |
| 6M | -13.6% | -28.9% | +15.2% | +8.3% |
| YTD | +12.5% | +10.8% | +1.7% | -0.9% |
| 1Y | +13.1% | +18.3% | -5.2% | -5.6% |
| 3Y | +154.7% | +102.2% | +52.5% | +30.0% |
| 5Y | +81.1% | +303.2% | -222.1% | -47.6% |
| 10Y | +1,418.0% | +1,152.0% | +266.0% | +118.7% |
| All | +1,418.0% | +1,188.5% | +229.5% | +118.7% |
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