+789.7%
VFC vs JBHT
+11,637.0%
-10,847.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.5% | +1.6% |
| 7D | -1.6% | +4.9% | -6.5% | -2.9% |
| 30D | -11.6% | +0.6% | -12.2% | -11.9% |
| 3M | -18.1% | -3.2% | -14.9% | -17.6% |
| 6M | -27.4% | +17.0% | -44.3% | -30.8% |
| YTD | -24.8% | +41.7% | -66.5% | -32.0% |
| 1Y | -8.2% | +90.0% | -98.2% | -23.9% |
| 3Y | -29.1% | +47.0% | -76.1% | -36.6% |
| 5Y | -79.2% | +58.3% | -137.5% | -81.7% |
| 10Y | -68.1% | +273.9% | -342.0% | -77.1% |
| All | +789.7% | +11,637.0% | -10,847.3% | +244.5% |
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