+108.2%
XME vs JBHT
+15.0%
+93.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.6% | -2.0% | -4.3% |
| 7D | -10.5% | -1.4% | -9.1% | -10.0% |
| 30D | -16.5% | -3.1% | -13.4% | -15.6% |
| 3M | -19.2% | -19.5% | +0.4% | -13.4% |
| 6M | -23.8% | -9.6% | -14.3% | -22.6% |
| YTD | -12.6% | +13.3% | -25.9% | -18.9% |
| 1Y | -0.1% | +29.7% | -29.8% | -12.1% |
| 3Y | +79.3% | +28.3% | +51.0% | +53.2% |
| 5Y | +108.2% | +18.5% | +89.7% | +69.0% |
| All | +108.2% | +15.0% | +93.2% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling