+98.3%
FOXA vs JBHT
+133.5%
-35.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -2.4% | +0.5% | -2.9% | -2.5% |
| 30D | +8.6% | -0.1% | +8.7% | +8.6% |
| 3M | +9.9% | -14.0% | +23.9% | +14.7% |
| 6M | +0.8% | -5.1% | +5.9% | +1.4% |
| YTD | -6.1% | +18.0% | -24.1% | -13.0% |
| 1Y | +3.3% | +36.5% | -33.2% | -9.1% |
| 3Y | +133.5% | +34.8% | +98.7% | +98.5% |
| 5Y | +75.8% | +21.4% | +54.4% | +50.8% |
| All | +98.3% | +133.5% | -35.2% | +11.6% |
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 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