-9.1%
BITO vs JBHT
+49.8%
-58.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.0% |
| 7D | +1.5% | +7.1% | -5.6% | -0.7% |
| 30D | +20.0% | +2.3% | +17.7% | +18.9% |
| 3M | +22.8% | -4.5% | +27.2% | +23.9% |
| 6M | +13.1% | +29.2% | -16.1% | +2.3% |
| YTD | -12.5% | +42.2% | -54.6% | -23.6% |
| 1Y | -32.6% | +93.7% | -126.3% | -48.1% |
| 3Y | +151.0% | +53.2% | +97.9% | +104.9% |
| All | -9.1% | +49.8% | -58.9% | -27.4% |
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