+143.6%
QQQM vs JBHT
+75.7%
+67.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | -7.5% | -0.1% | -7.4% | -7.5% |
| 3M | -3.8% | -14.0% | +10.2% | -0.3% |
| 6M | -3.0% | -5.1% | +2.1% | -2.8% |
| YTD | +12.8% | +18.0% | -5.3% | +5.3% |
| 1Y | +11.6% | +36.5% | -24.9% | -0.3% |
| 3Y | +85.9% | +34.8% | +51.2% | +61.4% |
| 5Y | +82.7% | +21.4% | +61.3% | +59.2% |
| All | +143.6% | +75.7% | +67.9% | +101.8% |
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