-67.6%
VFC vs JBHT
+15.0%
-82.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.6% | +0.6% | -0.8% |
| 7D | +10.9% | -1.4% | +12.2% | +11.9% |
| 30D | +40.6% | -3.1% | +43.7% | +43.0% |
| 3M | +34.4% | -19.5% | +54.0% | +50.9% |
| 6M | +12.3% | -9.6% | +21.9% | +15.4% |
| YTD | +14.4% | +13.3% | +1.1% | +0.7% |
| 1Y | +40.6% | +29.7% | +10.9% | +13.5% |
| 3Y | +40.1% | +28.3% | +11.8% | +9.4% |
| 5Y | -67.6% | +18.5% | -86.1% | -74.9% |
| All | -67.6% | +15.0% | -82.6% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling