-99.1%
QID vs JBHT
+182.5%
-281.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +4.1% |
| 7D | -7.1% | +7.0% | -14.2% | -2.7% |
| 30D | +12.6% | +0.5% | +12.1% | +13.7% |
| 3M | +14.2% | -17.4% | +31.6% | +1.6% |
| 6M | +6.2% | -1.7% | +7.9% | +7.6% |
| YTD | -21.8% | +20.7% | -42.5% | -6.8% |
| 1Y | -23.1% | +41.1% | -64.2% | +2.8% |
| 3Y | -71.3% | +38.0% | -109.3% | -57.9% |
| 5Y | -77.0% | +22.5% | -99.4% | -63.8% |
| All | -99.1% | +182.5% | -281.5% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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