+1,196.3%
JBHT vs VEU
+192.1%
+1,004.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.4% |
| 7D | +4.9% | +1.1% | +3.7% | +4.0% |
| 30D | +0.6% | +2.2% | -1.6% | -1.0% |
| 3M | -3.2% | +3.0% | -6.2% | -5.7% |
| 6M | +17.0% | +10.9% | +6.1% | +7.4% |
| YTD | +41.7% | +18.2% | +23.5% | +23.6% |
| 1Y | +90.0% | +28.3% | +61.7% | +55.6% |
| 3Y | +47.0% | +74.6% | -27.6% | -5.3% |
| 5Y | +58.3% | +56.4% | +1.9% | +10.9% |
| 10Y | +273.9% | +153.0% | +120.9% | +80.3% |
| All | +1,196.3% | +192.1% | +1,004.1% | +440.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 all: compounded portfolio wealth divided by compounded VEU 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…
all analysis · Full analysis span regression · 6 months rolling