+45.4%
JBHT vs VSXY
+101.4%
-56.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.2% |
| 7D | +0.9% | +10.2% | -9.2% | -0.4% |
| 30D | -1.1% | +33.6% | -34.7% | -5.2% |
| 3M | -14.8% | +10.8% | -25.6% | -16.5% |
| 6M | -7.4% | +130.5% | -138.0% | -20.5% |
| YTD | +17.3% | +104.4% | -87.1% | +2.2% |
| 1Y | +35.3% | +216.5% | -181.2% | +9.5% |
| 3Y | +33.9% | +465.9% | -432.0% | -7.5% |
| 5Y | +22.5% | +123.1% | -100.6% | -4.9% |
| All | +45.4% | +101.4% | -56.0% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling