+49.6%
JBHT vs VSXY
+93.0%
-43.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +2.1% |
| 7D | +7.0% | -1.7% | +8.8% | +7.3% |
| 30D | +0.5% | +20.1% | -19.6% | -2.2% |
| 3M | -17.4% | +16.6% | -33.9% | -19.6% |
| 6M | -1.7% | +134.9% | -136.7% | -15.9% |
| YTD | +20.7% | +96.0% | -75.3% | +5.8% |
| 1Y | +41.1% | +203.8% | -162.7% | +14.8% |
| 3Y | +38.0% | +465.3% | -427.3% | -4.8% |
| 5Y | +22.5% | +106.3% | -83.9% | -4.1% |
| All | +49.6% | +93.0% | -43.5% | +16.5% |
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