+178.0%
JBHT vs VCLT
+21.9%
+156.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.5% | -0.6% | +1.0% | +0.6% |
| 30D | -0.1% | +2.8% | -2.9% | -0.8% |
| 3M | -14.0% | -0.4% | -13.7% | -14.0% |
| 6M | -5.1% | -3.1% | -2.0% | -4.3% |
| YTD | +18.0% | -2.7% | +20.7% | +18.9% |
| 1Y | +36.5% | -3.7% | +40.2% | +37.9% |
| 3Y | +34.8% | +15.6% | +19.2% | +30.8% |
| 5Y | +21.4% | -15.8% | +37.2% | +20.6% |
| 10Y | +178.0% | +23.0% | +154.9% | +192.5% |
| All | +178.0% | +21.9% | +156.1% | +192.5% |
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