+910.8%
XBI vs JBHT
+1,101.6%
-190.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +1.9% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +2.0% | -2.0% | +4.0% | +2.8% |
| 3M | -0.3% | -16.3% | +16.0% | +5.8% |
| 6M | +16.6% | -8.2% | +24.8% | +18.4% |
| YTD | +28.8% | +16.3% | +12.5% | +18.2% |
| 1Y | +44.6% | +32.2% | +12.4% | +25.9% |
| 3Y | +137.1% | +34.4% | +102.7% | +98.0% |
| 5Y | +22.8% | +20.3% | +2.4% | +4.9% |
| 10Y | +149.4% | +185.2% | -35.8% | +41.3% |
| All | +910.8% | +1,101.6% | -190.8% | +236.2% |
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 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