+274.2%
JBHT vs VCLT
+14.8%
+259.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | +0.6% | -0.9% | +1.4% | +0.8% |
| 3M | -3.2% | -3.2% | 0.0% | -2.4% |
| 6M | +17.0% | -3.8% | +20.8% | +18.2% |
| YTD | +41.7% | -2.0% | +43.7% | +42.5% |
| 1Y | +90.0% | -0.8% | +90.8% | +90.5% |
| 3Y | +47.0% | +12.3% | +34.7% | +43.4% |
| 5Y | +58.3% | -15.4% | +73.7% | +56.8% |
| All | +274.2% | +14.8% | +259.5% | +293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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