+173.8%
JBHT vs VICR
+1,016.5%
-842.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.3% |
| 7D | +4.2% | +21.9% | -17.7% | +1.4% |
| 30D | -0.4% | -38.4% | +38.0% | +5.0% |
| 3M | -17.3% | -27.2% | +9.8% | -15.6% |
| 6M | -3.5% | -43.7% | +40.2% | -0.1% |
| YTD | +18.0% | +50.3% | -32.2% | +3.7% |
| 1Y | +35.5% | +74.6% | -39.0% | +16.3% |
| 3Y | +34.8% | +351.2% | -316.4% | -5.1% |
| 5Y | +19.7% | +2.5% | +17.2% | -1.9% |
| All | +173.8% | +1,016.5% | -842.8% | +47.8% |
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