-99.0%
VXX vs JBHT
+96.0%
-195.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -17.5% | +4.2% | -21.7% | -13.9% |
| 30D | +9.8% | -0.4% | +10.2% | +11.0% |
| 3M | -5.9% | -17.3% | +11.5% | -19.7% |
| 6M | -34.1% | -3.5% | -30.6% | -34.1% |
| YTD | -30.8% | +18.0% | -48.9% | -12.2% |
| 1Y | -44.4% | +35.5% | -79.9% | -18.3% |
| 3Y | -77.0% | +34.8% | -111.8% | -60.0% |
| 5Y | -94.4% | +19.7% | -114.1% | -90.1% |
| All | -99.0% | +96.0% | -195.0% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling