+54.4%
JBHT vs ZYBT
-58.4%
+112.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | +2.9% | -3.7% | +6.6% | +2.9% |
| 30D | +0.6% | -12.8% | +13.4% | +0.6% |
| 3M | -6.6% | +76.2% | -82.8% | -6.2% |
| 6M | +23.6% | +109.3% | -85.7% | +23.7% |
| YTD | +38.6% | +36.5% | +2.0% | +39.0% |
| 1Y | +91.5% | -84.0% | +175.5% | +95.6% |
| All | +54.4% | -58.4% | +112.7% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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