+1,631.1%
QLD vs JBHT
+272.5%
+1,358.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -1.6% |
| 7D | +0.6% | +4.9% | -4.3% | -2.7% |
| 30D | -0.1% | +0.6% | -0.7% | -0.8% |
| 3M | -8.4% | -3.2% | -5.2% | -7.2% |
| 6M | +32.2% | +17.0% | +15.3% | +16.1% |
| YTD | +28.9% | +41.7% | -12.8% | -2.0% |
| 1Y | +43.8% | +90.0% | -46.2% | -14.9% |
| 3Y | +176.6% | +47.0% | +129.6% | +91.3% |
| 5Y | +121.6% | +58.3% | +63.3% | +44.2% |
| All | +1,631.1% | +272.5% | +1,358.6% | +453.8% |
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