+716.4%
VGT vs JBHT
+192.0%
+524.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +2.0% |
| 7D | -1.6% | +0.4% | -2.1% | -1.7% |
| 30D | -12.5% | -2.0% | -10.5% | -11.9% |
| 3M | -7.7% | -16.3% | +8.6% | -2.2% |
| 6M | -0.2% | -8.2% | +8.1% | +1.5% |
| YTD | +19.3% | +16.3% | +2.9% | +9.5% |
| 1Y | +18.2% | +32.2% | -14.0% | +3.0% |
| 3Y | +109.6% | +34.4% | +75.3% | +74.2% |
| 5Y | +105.5% | +20.3% | +85.2% | +75.2% |
| 10Y | +716.4% | +185.2% | +531.1% | +396.7% |
| All | +716.4% | +192.0% | +524.3% | +396.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling