+274.2%
JBHT vs VICR
+1,556.9%
-1,282.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +2.1% |
| 7D | +4.9% | +0.4% | +4.5% | +4.8% |
| 30D | +0.6% | -13.9% | +14.5% | +2.4% |
| 3M | -3.2% | -38.4% | +35.2% | +1.7% |
| 6M | +17.0% | -7.2% | +24.2% | +13.3% |
| YTD | +41.7% | +72.0% | -30.4% | +24.6% |
| 1Y | +90.0% | +263.3% | -173.3% | +47.8% |
| 3Y | +47.0% | +173.3% | -126.3% | +12.9% |
| 5Y | +58.3% | +47.3% | +11.0% | +24.4% |
| All | +274.2% | +1,556.9% | -1,282.6% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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