+98.0%
VCIT vs JBHT
+896.5%
-798.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | 0.0% |
| 7D | -0.3% | +4.9% | -5.2% | -0.4% |
| 30D | -0.8% | +0.6% | -1.3% | -0.8% |
| 3M | -1.0% | -3.2% | +2.2% | -1.0% |
| 6M | -1.8% | +17.0% | -18.8% | -2.1% |
| YTD | -0.7% | +41.7% | -42.4% | -1.1% |
| 1Y | +1.0% | +90.0% | -89.0% | +0.2% |
| 3Y | +18.8% | +47.0% | -28.1% | +18.1% |
| 5Y | +3.5% | +58.3% | -54.8% | +2.7% |
| 10Y | +29.2% | +273.9% | -244.7% | +30.1% |
| All | +98.0% | +896.5% | -798.5% | +108.5% |
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