+7,443.4%
QLD vs JCI
+393.6%
+7,049.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +0.4% |
| 7D | -10.3% | -9.4% | -0.9% | -3.0% |
| 30D | -26.1% | -13.4% | -12.7% | -17.2% |
| 3M | -17.8% | -12.4% | -5.4% | -9.2% |
| 6M | -15.6% | -5.1% | -10.4% | -12.4% |
| YTD | +5.4% | +13.7% | -8.4% | -6.5% |
| 1Y | +5.2% | +11.4% | -6.2% | -4.9% |
| 3Y | +139.4% | +175.9% | -36.4% | +5.5% |
| 5Y | +66.7% | +98.4% | -31.7% | -3.4% |
| 10Y | +1,422.1% | +311.2% | +1,110.9% | +396.5% |
| All | +7,443.4% | +393.6% | +7,049.8% | +786.6% |
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