+83.8%
XLRE vs JBHT
+276.8%
-193.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.2% |
| 7D | -0.3% | +7.1% | -7.5% | -2.3% |
| 30D | -2.4% | +2.3% | -4.7% | -3.2% |
| 3M | +0.6% | -4.5% | +5.1% | +1.5% |
| 6M | +3.9% | +29.2% | -25.3% | -4.4% |
| YTD | +10.5% | +42.2% | -31.7% | -1.5% |
| 1Y | +8.4% | +93.7% | -85.4% | -13.1% |
| 3Y | +32.8% | +53.2% | -20.4% | +12.0% |
| 5Y | +7.0% | +62.4% | -55.4% | -13.6% |
| 10Y | +83.8% | +274.7% | -190.9% | +9.6% |
| All | +83.8% | +276.8% | -193.0% | +9.6% |
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