+152.2%
QLD vs JBL
+104.6%
+47.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.9% |
| 7D | +12.5% | +10.0% | +2.5% | +6.5% |
| 30D | -15.7% | -18.2% | +2.5% | -5.2% |
| 3M | -11.9% | -29.0% | +17.1% | +6.3% |
| 6M | -10.3% | -25.9% | +15.6% | +5.4% |
| YTD | +15.6% | +14.1% | +1.5% | +4.4% |
| 1Y | +12.1% | +21.7% | -9.5% | -2.8% |
| All | +152.2% | +104.6% | +47.5% | +57.3% |
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