+213.4%
FXI vs JBHT
+1,356.1%
-1,142.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.6% | +4.6% | +2.5% |
| 7D | +6.9% | -1.4% | +8.3% | +7.5% |
| 30D | +3.5% | -3.1% | +6.5% | +4.7% |
| 3M | -3.2% | -19.5% | +16.4% | +5.2% |
| 6M | -3.5% | -9.6% | +6.0% | -1.6% |
| YTD | -8.1% | +13.3% | -21.4% | -16.1% |
| 1Y | -10.5% | +29.7% | -40.2% | -23.4% |
| 3Y | +43.0% | +28.3% | +14.7% | +16.1% |
| 5Y | -0.1% | +18.5% | -18.6% | -18.3% |
| 10Y | +22.7% | +198.1% | -175.4% | -44.5% |
| All | +213.4% | +1,356.1% | -1,142.7% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling