+22.5%
JBHT vs VCLT
-17.9%
+40.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.4% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | -1.1% | +2.3% | -3.4% | -2.2% |
| 3M | -14.8% | -1.1% | -13.8% | -14.4% |
| 6M | -7.4% | -4.2% | -3.3% | -5.5% |
| YTD | +17.3% | -3.4% | +20.7% | +19.4% |
| 1Y | +35.3% | -3.8% | +39.1% | +38.0% |
| 3Y | +33.9% | +14.7% | +19.2% | +26.1% |
| 5Y | +22.5% | -16.7% | +39.2% | +18.2% |
| All | +22.5% | -17.9% | +40.4% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling