-49.4%
VG vs JBHT
+36.1%
-85.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +1.1% | -8.8% | -7.8% |
| 7D | -16.4% | +1.7% | -18.1% | -16.5% |
| 30D | -10.8% | -1.2% | -9.6% | -10.8% |
| 3M | -6.3% | -17.1% | +10.8% | -4.7% |
| 6M | -12.5% | -4.4% | -8.1% | -12.8% |
| YTD | +76.9% | +17.5% | +59.4% | +66.7% |
| 1Y | +51.8% | +32.6% | +19.2% | +37.3% |
| All | -49.4% | +36.1% | -85.5% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling