-13.4%
FXI vs JBHT
+31.8%
-45.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | +4.4% | +0.2% | +4.1% | +4.3% |
| 30D | +1.2% | -2.2% | +3.4% | +1.4% |
| 3M | -4.2% | -16.5% | +12.3% | -3.0% |
| 6M | -6.2% | -8.4% | +2.2% | -6.3% |
| YTD | -8.8% | +16.1% | -24.9% | -13.5% |
| All | -13.4% | +31.8% | -45.2% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling