+128.8%
XRT vs JBHT
+272.5%
-143.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | -0.3% |
| 7D | +0.8% | +4.9% | -4.1% | -1.4% |
| 30D | -4.2% | +0.6% | -4.8% | -4.8% |
| 3M | +5.1% | -3.2% | +8.3% | +5.8% |
| 6M | +2.4% | +17.0% | -14.5% | -6.1% |
| YTD | +3.2% | +41.7% | -38.5% | -13.6% |
| 1Y | +1.5% | +90.0% | -88.5% | -27.3% |
| 3Y | +40.6% | +47.0% | -6.4% | +10.9% |
| 5Y | -1.0% | +58.3% | -59.3% | -26.1% |
| All | +128.8% | +272.5% | -143.7% | +7.7% |
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