-49.9%
VXX vs JBHT
+89.9%
-139.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +1.2% |
| 7D | -3.5% | +4.9% | -8.4% | -2.3% |
| 30D | -13.6% | +0.6% | -14.2% | -13.3% |
| 3M | -24.6% | -3.2% | -21.4% | -24.9% |
| 6M | -39.9% | +17.0% | -56.8% | -35.4% |
| YTD | -33.1% | +41.7% | -74.7% | -28.9% |
| 1Y | -49.9% | +90.0% | -139.9% | -50.8% |
| All | -49.9% | +89.9% | -139.8% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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