-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 | -6.2% | +0.6% | -6.8% | -5.7% |
| 7D | +4.0% | +0.5% | +3.6% | +5.9% |
| 30D | +6.4% | -0.1% | +6.4% | +7.9% |
| 3M | -11.5% | -14.0% | +2.6% | -21.5% |
| 6M | -37.7% | -5.1% | -32.6% | -38.7% |
| YTD | -32.9% | +18.0% | -51.0% | -14.9% |
| 1Y | -45.9% | +36.5% | -82.4% | -19.9% |
| 3Y | -77.7% | +34.8% | -112.5% | -61.3% |
| 5Y | -94.8% | +21.4% | -116.2% | -90.6% |
| All | -99.0% | +96.0% | -195.0% | -95.5% |
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