+693.9%
VGT vs JBHT
+192.4%
+501.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.6% |
| 7D | -7.2% | -1.6% | -5.6% | -6.6% |
| 30D | -16.1% | -2.3% | -13.8% | -15.5% |
| 3M | -9.2% | -18.5% | +9.3% | -2.8% |
| 6M | -0.7% | -11.3% | +10.5% | +2.2% |
| YTD | +15.6% | +12.6% | +3.0% | +7.4% |
| 1Y | +14.4% | +29.8% | -15.4% | +0.3% |
| 3Y | +105.2% | +28.1% | +77.1% | +73.8% |
| 5Y | +100.0% | +17.7% | +82.3% | +71.8% |
| All | +693.9% | +192.4% | +501.5% | +398.3% |
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