-99.0%
VXX vs JBHT
+130.1%
-229.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | -0.7% |
| 7D | +1.6% | +2.9% | -1.4% | +4.5% |
| 30D | -9.5% | +0.6% | -10.1% | -8.5% |
| 3M | -27.3% | -6.6% | -20.7% | -31.6% |
| 6M | -43.3% | +23.6% | -66.9% | -28.2% |
| YTD | -30.9% | +38.6% | -69.4% | +0.2% |
| 1Y | -47.2% | +91.5% | -138.7% | +5.3% |
| 3Y | -78.5% | +49.3% | -127.8% | -59.1% |
| 5Y | -95.6% | +62.3% | -157.9% | -89.3% |
| All | -99.0% | +130.1% | -229.0% | -94.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling