+558.6%
QQQ vs JPM
+600.5%
-41.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | -1.2% | -2.5% | +1.2% | -0.2% |
| 3M | -0.2% | +14.1% | -14.3% | -5.9% |
| 6M | +17.9% | +25.1% | -7.2% | +6.7% |
| YTD | +16.6% | +12.1% | +4.5% | +10.3% |
| 1Y | +23.0% | +18.8% | +4.2% | +13.2% |
| 3Y | +92.9% | +163.4% | -70.5% | +24.7% |
| 5Y | +95.6% | +156.5% | -60.9% | +25.4% |
| All | +558.6% | +600.5% | -41.9% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 10y: compounded portfolio wealth divided by compounded JPM 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…
10y analysis · Full analysis span regression · 6 months rolling