+395.6%
XME vs JBHT
+272.5%
+123.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.1% |
| 7D | -0.1% | +4.9% | -5.0% | -2.3% |
| 30D | +6.0% | +0.6% | +5.4% | +5.5% |
| 3M | -7.7% | -3.2% | -4.5% | -7.1% |
| 6M | +1.0% | +17.0% | -16.0% | -7.8% |
| YTD | +14.6% | +41.7% | -27.0% | -4.6% |
| 1Y | +46.0% | +90.0% | -44.0% | +3.2% |
| 3Y | +127.0% | +47.0% | +80.0% | +77.0% |
| 5Y | +175.8% | +58.3% | +117.5% | +99.3% |
| All | +395.6% | +272.5% | +123.1% | +111.8% |
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