-39.3%
VG vs JBHT
+64.1%
-103.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.7% |
| 7D | +1.7% | +4.9% | -3.2% | +1.2% |
| 30D | +16.0% | +0.6% | +15.4% | +15.8% |
| 3M | +9.7% | -3.2% | +12.9% | +9.9% |
| 6M | +29.6% | +17.0% | +12.6% | +26.8% |
| YTD | +112.0% | +41.7% | +70.4% | +96.3% |
| 1Y | +12.8% | +90.0% | -77.2% | -5.3% |
| All | -39.3% | +64.1% | -103.4% | -51.0% |
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