+1,680.9%
VALE vs JBHT
+3,931.0%
-2,250.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.7% | +1.9% |
| 7D | +2.4% | -1.4% | +3.8% | +3.1% |
| 30D | -18.7% | -3.1% | -15.6% | -17.7% |
| 3M | -21.2% | -19.5% | -1.6% | -13.6% |
| 6M | -26.1% | -9.6% | -16.5% | -24.4% |
| YTD | -9.6% | +13.3% | -22.9% | -17.9% |
| 1Y | +0.7% | +29.7% | -29.0% | -14.6% |
| 3Y | +3.3% | +28.3% | -25.0% | -17.6% |
| 5Y | +49.4% | +18.5% | +30.9% | +18.9% |
| 10Y | +258.6% | +198.1% | +60.5% | +62.4% |
| All | +1,680.9% | +3,931.0% | -2,250.1% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling