+185.2%
JBHT vs VYM
+208.3%
-23.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +0.7% |
| 7D | +0.4% | -0.7% | +1.1% | +1.2% |
| 30D | -2.0% | +2.5% | -4.5% | -4.4% |
| 3M | -16.3% | -1.2% | -15.1% | -15.1% |
| 6M | -8.2% | +5.9% | -14.2% | -13.5% |
| YTD | +16.3% | +15.4% | +0.9% | +0.8% |
| 1Y | +32.2% | +18.8% | +13.4% | +11.2% |
| 3Y | +34.4% | +73.8% | -39.4% | -22.2% |
| 5Y | +20.3% | +70.5% | -50.1% | -28.4% |
| 10Y | +185.2% | +203.2% | -17.9% | -0.8% |
| All | +185.2% | +208.3% | -23.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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