+51.8%
QQQI vs JBHT
+17.6%
+34.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.4% |
| 7D | +3.3% | +7.0% | -3.7% | +2.1% |
| 30D | -5.8% | +0.5% | -6.3% | -5.9% |
| 3M | -5.0% | -17.4% | +12.3% | -2.2% |
| 6M | -3.2% | -1.7% | -1.5% | -3.7% |
| YTD | +6.8% | +20.7% | -13.9% | +1.6% |
| 1Y | +9.0% | +41.1% | -32.1% | +0.6% |
| All | +51.8% | +17.6% | +34.1% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling