+185.2%
JBHT vs VO
+206.8%
-21.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +0.6% |
| 7D | +0.4% | -0.1% | +0.6% | +0.6% |
| 30D | -2.0% | +0.5% | -2.5% | -2.4% |
| 3M | -16.3% | -1.0% | -15.3% | -15.4% |
| 6M | -8.2% | +6.4% | -14.7% | -13.3% |
| YTD | +16.3% | +13.6% | +2.7% | +3.8% |
| 1Y | +32.2% | +14.5% | +17.7% | +17.2% |
| 3Y | +34.4% | +67.2% | -32.8% | -14.4% |
| 5Y | +20.3% | +36.1% | -15.7% | -8.7% |
| 10Y | +185.2% | +199.3% | -14.1% | +8.3% |
| All | +185.2% | +206.8% | -21.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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