+185.2%
JBHT vs VCLT
+20.2%
+165.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +0.4% | +1.2% | -0.8% | +0.1% |
| 30D | -2.0% | +3.4% | -5.3% | -2.8% |
| 3M | -16.3% | -0.9% | -15.4% | -16.1% |
| 6M | -8.2% | -3.1% | -5.1% | -7.5% |
| YTD | +16.3% | -2.4% | +18.7% | +17.1% |
| 1Y | +32.2% | -2.7% | +34.9% | +33.2% |
| 3Y | +34.4% | +16.9% | +17.5% | +30.1% |
| 5Y | +20.3% | -17.0% | +37.3% | +19.5% |
| 10Y | +185.2% | +22.1% | +163.1% | +200.4% |
| All | +185.2% | +20.2% | +165.0% | +200.4% |
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