+19.1%
FXI vs JBHT
+192.4%
-173.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +5.7% | -1.6% | +7.2% | +6.1% |
| 30D | +4.6% | -2.3% | +6.9% | +5.1% |
| 3M | -2.8% | -18.5% | +15.7% | +1.8% |
| 6M | -6.1% | -11.3% | +5.2% | -4.4% |
| YTD | -8.0% | +12.6% | -20.6% | -12.9% |
| 1Y | -11.3% | +29.8% | -41.1% | -19.4% |
| 3Y | +42.6% | +28.1% | +14.6% | +26.1% |
| 5Y | -0.1% | +17.7% | -17.7% | -10.7% |
| All | +19.1% | +192.4% | -173.3% | -13.4% |
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