+1,396.4%
JBHT vs VYM
+492.8%
+903.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.2% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +0.6% | -0.5% | +1.1% | +1.2% |
| 3M | -3.2% | +3.0% | -6.2% | -6.2% |
| 6M | +17.0% | +8.2% | +8.7% | +7.8% |
| YTD | +41.7% | +15.8% | +25.8% | +21.7% |
| 1Y | +90.0% | +20.8% | +69.1% | +55.8% |
| 3Y | +47.0% | +65.3% | -18.3% | -12.2% |
| 5Y | +58.3% | +76.6% | -18.3% | -11.1% |
| 10Y | +273.9% | +203.9% | +70.0% | +17.4% |
| All | +1,396.4% | +492.8% | +903.5% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling