+46.2%
JBHT vs VSXY
+90.2%
-44.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.7% |
| 7D | +4.2% | -1.6% | +5.8% | +4.4% |
| 30D | -0.4% | +17.8% | -18.2% | -2.8% |
| 3M | -17.3% | +12.5% | -29.8% | -19.2% |
| 6M | -3.5% | +124.7% | -128.2% | -16.9% |
| YTD | +18.0% | +93.2% | -75.1% | +3.6% |
| 1Y | +35.5% | +195.6% | -160.1% | +10.7% |
| 3Y | +34.8% | +434.6% | -399.9% | -6.2% |
| 5Y | +19.7% | +103.3% | -83.6% | -6.1% |
| All | +46.2% | +90.2% | -44.0% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling