+50.6%
JBHT vs VSXY
+289.1%
-238.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.5% |
| 7D | +4.9% | -14.0% | +18.9% | +6.6% |
| 30D | +0.6% | -15.9% | +16.5% | +2.3% |
| 3M | -3.2% | +3.4% | -6.6% | -4.3% |
| 6M | +17.0% | +25.9% | -9.0% | +10.7% |
| YTD | +41.7% | +39.5% | +2.2% | +31.8% |
| 1Y | +90.0% | +194.4% | -104.4% | +57.7% |
| All | +50.6% | +289.1% | -238.5% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling