-78.9%
VXX vs JBHT
+51.9%
-130.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.8% |
| 7D | -3.0% | +7.1% | -10.2% | +2.0% |
| 30D | -11.5% | +2.3% | -13.8% | -9.6% |
| 3M | -27.3% | -4.5% | -22.9% | -29.4% |
| 6M | -49.6% | +29.2% | -78.8% | -36.6% |
| YTD | -32.0% | +42.2% | -74.2% | -6.7% |
| 1Y | -48.3% | +93.7% | -142.1% | -10.4% |
| 3Y | -78.9% | +53.2% | -132.1% | -60.2% |
| All | -78.9% | +51.9% | -130.7% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling