+187.8%
JBHT vs VCLT
+18.4%
+169.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -2.3% | +3.7% | -5.9% | -3.2% |
| 3M | -18.5% | -1.0% | -17.5% | -18.3% |
| 6M | -11.3% | -3.4% | -7.9% | -10.5% |
| YTD | +12.6% | -2.6% | +15.2% | +13.4% |
| 1Y | +29.8% | -3.3% | +33.0% | +30.9% |
| 3Y | +28.1% | +17.3% | +10.8% | +24.0% |
| 5Y | +17.7% | -17.0% | +34.7% | +16.8% |
| All | +187.8% | +18.4% | +169.4% | +200.9% |
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