-77.9%
VFC vs JBHT
+58.3%
-136.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.5% | +0.6% |
| 7D | -1.6% | +4.9% | -6.5% | -4.5% |
| 30D | -11.6% | +0.6% | -12.2% | -12.3% |
| 3M | -18.1% | -3.2% | -14.9% | -17.2% |
| 6M | -27.4% | +17.0% | -44.3% | -35.5% |
| YTD | -24.8% | +41.7% | -66.5% | -41.0% |
| 1Y | -8.2% | +90.0% | -98.2% | -41.7% |
| 3Y | -29.1% | +47.0% | -76.1% | -48.2% |
| All | -77.9% | +58.3% | -136.2% | -84.6% |
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