+735.5%
VGT vs JBHT
+183.5%
+552.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | -10.1% | -0.1% | -10.0% | -10.1% |
| 3M | -5.3% | -14.0% | +8.8% | -0.6% |
| 6M | +0.2% | -5.1% | +5.3% | +0.6% |
| YTD | +21.1% | +18.0% | +3.1% | +10.6% |
| 1Y | +18.2% | +36.5% | -18.4% | +1.7% |
| 3Y | +107.4% | +34.8% | +72.6% | +72.2% |
| 5Y | +111.5% | +21.4% | +90.1% | +79.7% |
| 10Y | +735.5% | +178.0% | +557.6% | +391.5% |
| All | +735.5% | +183.5% | +552.1% | +391.5% |
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 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