+38.0%
JBHT vs VYM
+74.7%
-36.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +7.0% | +3.7% | +3.4% | +2.1% |
| 30D | +0.5% | +3.7% | -3.2% | -4.2% |
| 3M | -17.4% | -0.7% | -16.6% | -16.5% |
| 6M | -1.7% | +7.2% | -8.9% | -10.3% |
| YTD | +20.7% | +16.9% | +3.8% | -0.8% |
| 1Y | +41.1% | +19.6% | +21.5% | +12.6% |
| 3Y | +38.0% | +74.6% | -36.6% | -34.8% |
| All | +38.0% | +74.7% | -36.7% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling