+1,502.1%
QLD vs JCI
+291.9%
+1,210.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -0.5% |
| 7D | +7.0% | +3.2% | +3.8% | +4.3% |
| 30D | -14.3% | -8.6% | -5.7% | -7.3% |
| 3M | -16.0% | -7.7% | -8.3% | -10.2% |
| 6M | -14.2% | -2.6% | -11.7% | -12.8% |
| YTD | +12.8% | +17.4% | -4.6% | -4.2% |
| 1Y | +14.1% | +16.9% | -2.9% | -2.7% |
| 3Y | +146.0% | +186.7% | -40.8% | -6.8% |
| 5Y | +82.0% | +95.4% | -13.3% | -3.4% |
| All | +1,502.1% | +291.9% | +1,210.3% | +310.0% |
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