+80.8%
XME vs JBHT
+28.2%
+52.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.6% | -2.0% | -4.7% |
| 7D | -10.5% | -1.4% | -9.1% | -10.2% |
| 30D | -16.5% | -3.1% | -13.4% | -15.8% |
| 3M | -19.2% | -19.5% | +0.4% | -14.9% |
| 6M | -23.8% | -9.6% | -14.3% | -23.0% |
| YTD | -12.6% | +13.3% | -25.9% | -17.4% |
| 1Y | -0.1% | +29.7% | -29.8% | -9.1% |
| All | +80.8% | +28.2% | +52.6% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling