+176.1%
QLD vs JCI
+155.6%
+20.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -1.2% |
| 7D | +0.6% | +3.8% | -3.3% | -2.5% |
| 30D | -0.1% | -5.7% | +5.5% | +4.3% |
| 3M | -8.4% | -1.4% | -7.0% | -7.3% |
| 6M | +32.2% | +4.1% | +28.1% | +27.1% |
| YTD | +28.9% | +21.7% | +7.2% | +7.7% |
| 1Y | +43.8% | +36.1% | +7.7% | +8.3% |
| All | +176.1% | +155.6% | +20.5% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling