-20.9%
BITO vs JBHT
+27.2%
-48.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.3% | -5.9% | -4.3% |
| 7D | -9.2% | +7.0% | -16.3% | -11.2% |
| 30D | -15.9% | +0.5% | -16.4% | -16.1% |
| 3M | +7.3% | -17.4% | +24.7% | +13.0% |
| 6M | -15.2% | -1.7% | -13.5% | -16.3% |
| YTD | -23.8% | +20.7% | -44.5% | -30.5% |
| 1Y | -32.2% | +41.1% | -73.3% | -41.6% |
| 3Y | +55.1% | +38.0% | +17.1% | +29.2% |
| 5Y | -16.7% | +22.5% | -39.2% | -30.1% |
| All | -20.9% | +27.2% | -48.1% | -33.9% |
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