+152.5%
QQQM vs JBHT
+106.3%
+46.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.5% |
| 7D | +1.0% | +2.9% | -1.9% | +0.2% |
| 30D | -0.6% | +0.6% | -1.3% | -0.9% |
| 3M | +1.3% | -6.6% | +7.9% | +2.9% |
| 6M | +18.2% | +23.6% | -5.4% | +10.2% |
| YTD | +16.9% | +38.6% | -21.6% | +5.0% |
| 1Y | +24.0% | +91.5% | -67.4% | -0.3% |
| 3Y | +96.0% | +49.3% | +46.7% | +66.6% |
| 5Y | +95.2% | +62.3% | +32.9% | +60.8% |
| All | +152.5% | +106.3% | +46.3% | +101.1% |
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 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