+20.0%
FXI vs JBHT
+183.5%
-163.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -1.9% | +0.5% | -2.4% | -2.1% |
| 30D | -0.6% | -0.1% | -0.6% | -0.7% |
| 3M | -4.9% | -14.0% | +9.2% | -1.7% |
| 6M | -8.8% | -5.1% | -3.7% | -8.8% |
| YTD | -10.7% | +18.0% | -28.8% | -16.5% |
| 1Y | -15.2% | +36.5% | -51.8% | -24.0% |
| 3Y | +42.5% | +34.8% | +7.7% | +24.2% |
| 5Y | -7.8% | +21.4% | -29.3% | -18.3% |
| 10Y | +20.0% | +178.0% | -158.0% | -19.6% |
| All | +20.0% | +183.5% | -163.5% | -19.6% |
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