+176.1%
QLD vs JBL
+173.1%
+3.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.5% |
| 7D | +0.6% | +3.0% | -2.5% | -1.1% |
| 30D | -0.1% | -8.3% | +8.1% | +4.2% |
| 3M | -8.4% | -16.9% | +8.5% | +1.1% |
| 6M | +32.2% | +21.8% | +10.4% | +17.6% |
| YTD | +28.9% | +36.3% | -7.4% | +7.1% |
| 1Y | +43.8% | +49.5% | -5.7% | +12.4% |
| All | +176.1% | +173.1% | +3.0% | +57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling