+53.7%
QQQI vs JBHT
+15.0%
+38.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | -0.1% | +0.5% | -0.6% | -0.2% |
| 30D | -6.5% | -0.1% | -6.4% | -6.5% |
| 3M | -2.5% | -14.0% | +11.5% | -0.3% |
| 6M | -1.8% | -5.1% | +3.2% | -1.7% |
| YTD | +8.1% | +18.0% | -9.9% | +3.3% |
| 1Y | +8.2% | +36.5% | -28.3% | +0.5% |
| All | +53.7% | +15.0% | +38.7% | +44.5% |
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 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