-0.1%
FXI vs JBHT
+15.0%
-15.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +1.8% |
| 7D | +6.9% | -1.4% | +8.3% | +7.2% |
| 30D | +3.5% | -3.1% | +6.5% | +4.1% |
| 3M | -3.2% | -19.5% | +16.4% | +1.3% |
| 6M | -3.5% | -9.6% | +6.0% | -2.6% |
| YTD | -8.1% | +13.3% | -21.4% | -13.1% |
| 1Y | -10.5% | +29.7% | -40.2% | -18.6% |
| 3Y | +43.0% | +28.3% | +14.7% | +26.0% |
| 5Y | -0.1% | +18.5% | -18.6% | -10.9% |
| All | -0.1% | +15.0% | -15.1% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling