+157.6%
XME vs JBHT
+1,009.5%
-851.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.6% | -2.0% | -3.6% |
| 7D | -10.5% | -1.4% | -9.1% | -9.8% |
| 30D | -16.5% | -3.1% | -13.4% | -15.1% |
| 3M | -19.2% | -19.5% | +0.4% | -9.8% |
| 6M | -23.8% | -9.6% | -14.3% | -21.8% |
| YTD | -12.6% | +13.3% | -25.9% | -21.9% |
| 1Y | -0.1% | +29.7% | -29.8% | -17.8% |
| 3Y | +79.3% | +28.3% | +51.0% | +38.3% |
| 5Y | +108.2% | +18.5% | +89.7% | +62.9% |
| 10Y | +292.6% | +198.1% | +94.5% | +56.4% |
| All | +157.6% | +1,009.5% | -851.9% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling