+298.5%
XME vs JBHT
+192.4%
+106.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.0% | +3.6% |
| 7D | -4.5% | -1.6% | -2.9% | -3.7% |
| 30D | -10.9% | -2.3% | -8.6% | -10.1% |
| 3M | -15.3% | -18.5% | +3.2% | -8.1% |
| 6M | -24.6% | -11.3% | -13.4% | -22.3% |
| YTD | -9.6% | +12.6% | -22.2% | -17.3% |
| 1Y | +2.9% | +29.8% | -26.8% | -12.1% |
| 3Y | +86.9% | +28.1% | +58.8% | +52.7% |
| 5Y | +115.2% | +17.7% | +97.5% | +78.4% |
| All | +298.5% | +192.4% | +106.2% | +98.7% |
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