+149.4%
XBI vs JBHT
+191.4%
-42.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.0% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +2.0% | -2.2% | +4.2% | +2.8% |
| 3M | -0.3% | -16.5% | +16.2% | +5.4% |
| 6M | +16.6% | -8.4% | +25.0% | +18.2% |
| YTD | +28.8% | +16.1% | +12.7% | +18.5% |
| 1Y | +44.6% | +31.9% | +12.7% | +26.4% |
| 3Y | +137.1% | +34.1% | +103.0% | +99.3% |
| 5Y | +22.8% | +20.1% | +2.7% | +5.3% |
| 10Y | +149.4% | +184.7% | -35.2% | +38.3% |
| All | +149.4% | +191.4% | -42.0% | +38.3% |
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