+1,450.1%
QLD vs JCI
+298.2%
+1,151.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -3.8% | -5.9% | +2.1% | +1.4% |
| 30D | -20.5% | -10.4% | -10.2% | -12.6% |
| 3M | -14.6% | -6.1% | -8.5% | -10.3% |
| 6M | -14.7% | +1.7% | -16.4% | -16.5% |
| YTD | +11.2% | +18.9% | -7.7% | -6.6% |
| 1Y | +7.1% | +16.1% | -9.0% | -8.1% |
| 3Y | +141.1% | +187.8% | -46.7% | -8.9% |
| 5Y | +84.3% | +103.2% | -18.9% | -5.4% |
| 10Y | +1,450.1% | +288.2% | +1,161.9% | +293.5% |
| All | +1,450.1% | +298.2% | +1,151.8% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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