+91.8%
QLD vs JCI
+108.1%
-16.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.5% | +2.2% | +2.4% |
| 7D | -1.2% | +2.9% | -4.1% | -3.2% |
| 30D | -15.7% | -6.9% | -8.8% | -10.0% |
| 3M | -10.0% | -6.3% | -3.7% | -5.0% |
| 6M | -11.2% | +2.6% | -13.8% | -14.0% |
| YTD | +16.4% | +21.8% | -5.5% | -5.9% |
| 1Y | +12.7% | +19.6% | -6.9% | -7.2% |
| 3Y | +152.3% | +194.9% | -42.7% | -17.7% |
| 5Y | +91.8% | +108.1% | -16.4% | -11.9% |
| All | +91.8% | +108.1% | -16.4% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling