+180.0%
JBHT vs VCLT
+21.5%
+158.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +7.0% | -2.3% | +9.3% | +7.7% |
| 30D | +0.5% | +0.8% | -0.3% | +0.3% |
| 3M | -17.4% | -2.7% | -14.7% | -16.7% |
| 6M | -1.7% | -4.3% | +2.6% | -0.5% |
| YTD | +20.7% | -4.3% | +25.0% | +22.2% |
| 1Y | +41.1% | -4.4% | +45.4% | +42.8% |
| 3Y | +38.0% | +13.8% | +24.2% | +34.5% |
| 5Y | +22.5% | -17.0% | +39.4% | +22.2% |
| All | +180.0% | +21.5% | +158.5% | +194.8% |
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