+16.8%
JBHT vs ITOT
+59.4%
-42.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -1.0% |
| 7D | -1.6% | -2.7% | +1.1% | +0.9% |
| 30D | -2.3% | -5.2% | +2.9% | +2.6% |
| 3M | -18.5% | -4.4% | -14.1% | -15.0% |
| 6M | -11.3% | +0.4% | -11.7% | -11.9% |
| YTD | +12.6% | +8.8% | +3.8% | +3.6% |
| 1Y | +29.8% | +11.0% | +18.7% | +17.2% |
| 3Y | +28.1% | +74.4% | -46.4% | -24.1% |
| All | +16.8% | +59.4% | -42.6% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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