+9,127.5%
QLD vs JCI
+428.3%
+8,699.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -1.2% |
| 7D | +0.6% | +3.8% | -3.3% | -2.4% |
| 30D | -0.1% | -5.7% | +5.5% | +4.2% |
| 3M | -8.4% | -1.4% | -7.0% | -7.2% |
| 6M | +32.2% | +4.1% | +28.1% | +27.4% |
| YTD | +28.9% | +21.7% | +7.2% | +8.6% |
| 1Y | +43.8% | +36.1% | +7.7% | +10.5% |
| 3Y | +176.6% | +154.4% | +22.2% | +30.0% |
| 5Y | +121.6% | +112.0% | +9.5% | +22.0% |
| 10Y | +1,652.9% | +322.2% | +1,330.7% | +458.1% |
| All | +9,127.5% | +428.3% | +8,699.2% | +929.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling