+1,315.8%
QLD vs JBHT
+194.3%
+1,121.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -3.6% | -9.2% | -10.4% |
| 7D | -18.6% | -1.4% | -17.2% | -17.6% |
| 30D | -28.3% | -3.1% | -25.2% | -26.8% |
| 3M | -20.4% | -19.5% | -0.8% | -9.3% |
| 6M | -14.3% | -9.6% | -4.7% | -11.0% |
| YTD | +2.8% | +13.3% | -10.6% | -10.4% |
| 1Y | -1.2% | +29.7% | -30.9% | -22.1% |
| 3Y | +135.3% | +28.3% | +107.0% | +74.8% |
| 5Y | +62.6% | +18.5% | +44.1% | +28.3% |
| All | +1,315.8% | +194.3% | +1,121.5% | +574.0% |
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