+1,628.2%
QLD vs JCI
+312.8%
+1,315.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -1.3% |
| 7D | +0.6% | +3.8% | -3.3% | -2.7% |
| 30D | -0.1% | -5.7% | +5.5% | +4.6% |
| 3M | -8.4% | -1.4% | -7.0% | -7.2% |
| 6M | +32.2% | +4.1% | +28.1% | +26.7% |
| YTD | +28.9% | +21.7% | +7.2% | +6.5% |
| 1Y | +43.8% | +36.1% | +7.7% | +7.1% |
| 3Y | +176.6% | +154.4% | +22.2% | +18.2% |
| 5Y | +121.6% | +112.0% | +9.5% | +10.7% |
| All | +1,628.2% | +312.8% | +1,315.5% | +340.1% |
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