+7,859.7%
QLD vs JCI
+415.8%
+7,443.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -3.8% | -5.9% | +2.1% | +1.0% |
| 30D | -20.5% | -10.4% | -10.2% | -13.3% |
| 3M | -14.6% | -6.1% | -8.5% | -10.6% |
| 6M | -14.7% | +1.7% | -16.4% | -16.1% |
| YTD | +11.2% | +18.9% | -7.7% | -4.6% |
| 1Y | +7.1% | +16.1% | -9.0% | -6.3% |
| 3Y | +141.1% | +187.8% | -46.7% | +2.8% |
| 5Y | +84.3% | +103.2% | -18.9% | +4.9% |
| 10Y | +1,450.1% | +288.2% | +1,161.9% | +427.9% |
| All | +7,859.7% | +415.8% | +7,443.9% | +804.4% |
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