+18.1%
FXI vs JBHT
+272.5%
-254.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.8% |
| 7D | +1.0% | +4.9% | -3.8% | -0.2% |
| 30D | -0.6% | +0.6% | -1.1% | -0.9% |
| 3M | +1.9% | -3.2% | +5.1% | +2.3% |
| 6M | -0.2% | +17.0% | -17.1% | -5.3% |
| YTD | -5.6% | +41.7% | -47.2% | -15.3% |
| 1Y | -4.7% | +90.0% | -94.7% | -22.1% |
| 3Y | +38.0% | +47.0% | -9.0% | +18.7% |
| 5Y | -2.7% | +58.3% | -61.0% | -19.4% |
| All | +18.1% | +272.5% | -254.4% | -28.4% |
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