+149.8%
QQQM vs JBL
+744.9%
-595.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.1% |
| 7D | -1.3% | -1.0% | -0.2% | -0.9% |
| 30D | -1.4% | -15.1% | +13.7% | +4.2% |
| 3M | +2.2% | -14.0% | +16.2% | +6.9% |
| 6M | +16.9% | +20.6% | -3.7% | +7.3% |
| YTD | +15.7% | +32.9% | -17.2% | +1.8% |
| 1Y | +22.7% | +40.5% | -17.9% | +4.9% |
| 3Y | +93.9% | +183.7% | -89.8% | +18.0% |
| 5Y | +94.6% | +388.3% | -293.8% | -12.5% |
| All | +149.8% | +744.9% | -595.1% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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