-50.2%
VFC vs JBHT
+176.2%
-226.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -1.4% | +4.2% | -5.6% | -3.8% |
| 30D | +24.6% | -0.4% | +25.0% | +24.7% |
| 3M | +38.4% | -17.3% | +55.8% | +52.6% |
| 6M | +15.3% | -3.5% | +18.8% | +14.2% |
| YTD | +12.7% | +18.0% | -5.3% | -1.6% |
| 1Y | +32.7% | +35.5% | -2.9% | +6.6% |
| 3Y | +43.7% | +34.8% | +8.9% | +13.0% |
| 5Y | -69.2% | +19.7% | -88.9% | -74.6% |
| All | -50.2% | +176.2% | -226.4% | -75.4% |
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