-12.9%
BITO vs JBHT
+18.6%
-31.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -1.5% | -1.6% | +0.1% | -0.9% |
| 30D | -9.5% | -2.3% | -7.2% | -8.9% |
| 3M | +16.2% | -18.5% | +34.6% | +22.8% |
| 6M | -9.0% | -11.3% | +2.3% | -7.2% |
| YTD | -16.2% | +12.6% | -28.7% | -21.8% |
| 1Y | -27.6% | +29.8% | -57.4% | -35.9% |
| 3Y | +78.6% | +28.1% | +50.5% | +52.4% |
| 5Y | -4.0% | +17.7% | -21.7% | -18.1% |
| All | -12.9% | +18.6% | -31.6% | -25.6% |
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