-14.1%
BITO vs JBHT
+22.6%
-36.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -2.2% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -9.5% | -2.0% | -7.6% | -9.1% |
| 3M | +13.5% | -16.3% | +29.8% | +19.0% |
| 6M | -8.6% | -8.2% | -0.3% | -7.8% |
| YTD | -17.2% | +16.3% | -33.5% | -23.6% |
| 1Y | -30.5% | +32.2% | -62.7% | -38.9% |
| 3Y | +69.2% | +34.4% | +34.8% | +41.9% |
| 5Y | -14.1% | +20.3% | -34.5% | -27.4% |
| All | -14.1% | +22.6% | -36.6% | -27.3% |
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 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