-15.2%
FXI vs JBHT
+36.3%
-51.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -1.9% | +0.5% | -2.4% | -2.0% |
| 30D | -0.6% | -0.1% | -0.6% | -0.6% |
| 3M | -4.9% | -14.0% | +9.2% | -3.9% |
| 6M | -8.8% | -5.1% | -3.7% | -9.2% |
| YTD | -10.7% | +18.0% | -28.8% | -15.5% |
| 1Y | -15.2% | +36.5% | -51.8% | -22.3% |
| All | -15.2% | +36.3% | -51.6% | -22.3% |
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