+1,569.6%
QQQ vs JCI
+290.6%
+1,279.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +1.5% | +5.1% | -3.6% | 0.0% |
| 30D | -0.6% | -3.8% | +3.2% | +0.4% |
| 3M | +0.4% | +1.9% | -1.5% | -0.3% |
| 6M | +20.1% | +11.2% | +8.9% | +15.8% |
| YTD | +17.2% | +22.9% | -5.7% | +9.4% |
| 1Y | +24.7% | +37.4% | -12.7% | +12.4% |
| 3Y | +96.2% | +167.8% | -71.7% | +43.9% |
| 5Y | +94.4% | +115.0% | -20.6% | +50.8% |
| 10Y | +556.7% | +325.3% | +231.4% | +309.2% |
| All | +1,569.6% | +290.6% | +1,279.0% | +795.7% |
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 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