+7,443.4%
QLD vs JBL
+1,084.2%
+6,359.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.4% | +1.8% |
| 7D | -10.3% | -12.3% | +2.1% | -2.4% |
| 30D | -26.1% | -20.2% | -5.9% | -14.7% |
| 3M | -17.8% | -30.6% | +12.9% | +2.0% |
| 6M | -15.6% | -35.8% | +20.2% | +9.6% |
| YTD | +5.4% | +4.9% | +0.4% | -1.1% |
| 1Y | +5.2% | +11.3% | -6.1% | -5.1% |
| 3Y | +139.4% | +89.1% | +50.3% | +47.3% |
| 5Y | +66.7% | +272.1% | -205.3% | -31.6% |
| 10Y | +1,422.1% | +1,150.2% | +271.9% | +201.3% |
| All | +7,443.4% | +1,084.2% | +6,359.3% | +955.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling