+139.6%
QQQM vs JBHT
+73.1%
+66.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.6% |
| 7D | -0.3% | +0.4% | -0.8% | -0.4% |
| 30D | -9.7% | -2.0% | -7.7% | -9.2% |
| 3M | -6.0% | -16.3% | +10.3% | -1.9% |
| 6M | -4.3% | -8.2% | +3.9% | -3.2% |
| YTD | +10.9% | +16.3% | -5.4% | +4.0% |
| 1Y | +11.9% | +32.2% | -20.3% | +0.8% |
| 3Y | +86.9% | +34.4% | +52.5% | +62.2% |
| 5Y | +77.5% | +20.3% | +57.2% | +55.2% |
| All | +139.6% | +73.1% | +66.4% | +99.3% |
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 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