-47.2%
VFC vs JBHT
+192.4%
-239.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +11.2% | -1.6% | +12.8% | +12.3% |
| 30D | +41.5% | -2.3% | +43.8% | +43.2% |
| 3M | +38.9% | -18.5% | +57.4% | +54.1% |
| 6M | +6.1% | -11.3% | +17.4% | +10.7% |
| YTD | +14.5% | +12.6% | +2.0% | +2.8% |
| 1Y | +46.0% | +29.8% | +16.2% | +20.3% |
| 3Y | +36.4% | +28.1% | +8.3% | +10.5% |
| 5Y | -67.5% | +17.7% | -85.2% | -73.0% |
| All | -47.2% | +192.4% | -239.5% | -73.3% |
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