-47.5%
VFC vs JBHT
+186.6%
-234.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.2% |
| 7D | +3.5% | +0.9% | +2.6% | +2.9% |
| 30D | +38.3% | -1.1% | +39.4% | +39.0% |
| 3M | +40.2% | -14.8% | +55.0% | +51.5% |
| 6M | +10.6% | -7.4% | +18.1% | +12.5% |
| YTD | +16.7% | +17.3% | -0.6% | +2.2% |
| 1Y | +45.0% | +35.3% | +9.7% | +16.6% |
| 3Y | +48.8% | +33.9% | +14.8% | +17.5% |
| 5Y | -67.6% | +22.5% | -90.1% | -73.6% |
| 10Y | -47.5% | +181.3% | -228.9% | -74.3% |
| All | -47.5% | +186.6% | -234.1% | -74.3% |
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