+29.8%
JBHT vs VSXY
+192.0%
-162.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -1.6% | +11.8% | -13.4% | -2.3% |
| 30D | -2.3% | +25.9% | -28.2% | -3.9% |
| 3M | -18.5% | +15.5% | -34.0% | -19.4% |
| 6M | -11.3% | +109.7% | -121.0% | -19.1% |
| YTD | +12.6% | +99.5% | -86.9% | +3.6% |
| 1Y | +29.8% | +197.5% | -167.7% | +14.4% |
| All | +29.8% | +192.0% | -162.3% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling