+1,294.2%
VFC vs JBHT
+9,634.5%
-8,340.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.4% | +4.1% |
| 7D | +21.5% | +1.7% | +19.8% | +20.9% |
| 30D | +46.7% | -1.2% | +47.8% | +47.1% |
| 3M | +38.4% | -17.1% | +55.5% | +44.9% |
| 6M | +15.2% | -4.4% | +19.6% | +15.6% |
| YTD | +17.8% | +17.5% | +0.3% | +11.8% |
| 1Y | +55.6% | +32.6% | +23.0% | +43.0% |
| 3Y | +44.3% | +33.0% | +11.3% | +32.7% |
| 5Y | -66.3% | +20.3% | -86.7% | -68.3% |
| 10Y | -44.3% | +209.1% | -253.4% | -58.0% |
| All | +1,294.2% | +9,634.5% | -8,340.2% | +465.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling