+16.8%
JBHT vs VSXY
+110.3%
-93.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -1.6% | +11.8% | -13.4% | -3.2% |
| 30D | -2.3% | +25.9% | -28.2% | -5.7% |
| 3M | -18.5% | +15.5% | -34.0% | -20.7% |
| 6M | -11.3% | +109.7% | -121.0% | -23.1% |
| YTD | +12.6% | +99.5% | -86.9% | -2.2% |
| 1Y | +29.8% | +197.5% | -167.7% | +4.9% |
| 3Y | +28.1% | +453.3% | -425.2% | -13.6% |
| All | +16.8% | +110.3% | -93.5% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling