+86.7%
QLD vs JBHT
+21.5%
+65.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.2% |
| 7D | -9.4% | +1.7% | -11.1% | -10.3% |
| 30D | -17.1% | -1.2% | -15.9% | -16.7% |
| 3M | -10.4% | -17.1% | +6.7% | -1.2% |
| 6M | +0.7% | -4.4% | +5.1% | +0.4% |
| YTD | +17.7% | +17.5% | +0.3% | +0.8% |
| 1Y | +14.7% | +32.6% | -17.9% | -9.8% |
| 3Y | +169.6% | +33.0% | +136.6% | +97.5% |
| 5Y | +86.7% | +20.3% | +66.3% | +40.3% |
| All | +86.7% | +21.5% | +65.2% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling