+152.6%
VEA vs JBHT
+854.6%
-702.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.2% |
| 7D | -2.2% | -1.6% | -0.6% | -1.6% |
| 30D | -3.4% | -2.3% | -1.1% | -2.7% |
| 3M | -5.6% | -18.5% | +12.8% | +0.9% |
| 6M | -3.4% | -11.3% | +7.8% | -0.7% |
| YTD | +9.7% | +12.6% | -2.8% | +2.5% |
| 1Y | +15.4% | +29.8% | -14.4% | +2.0% |
| 3Y | +68.5% | +28.1% | +40.4% | +42.8% |
| 5Y | +49.6% | +17.7% | +32.0% | +27.4% |
| 10Y | +154.3% | +196.1% | -41.8% | +34.7% |
| All | +152.6% | +854.6% | -702.0% | -29.2% |
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