+206.4%
VALE vs JBHT
+176.2%
+30.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -1.5% | +4.2% | -5.7% | -3.0% |
| 30D | -15.6% | -0.4% | -15.2% | -15.7% |
| 3M | -19.5% | -17.3% | -2.2% | -14.4% |
| 6M | -31.9% | -3.5% | -28.4% | -32.4% |
| YTD | -11.0% | +18.0% | -29.0% | -18.8% |
| 1Y | -2.1% | +35.5% | -37.6% | -15.7% |
| 3Y | +1.4% | +34.8% | -33.4% | -16.7% |
| 5Y | +36.2% | +19.7% | +16.4% | +14.0% |
| All | +206.4% | +176.2% | +30.3% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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