+786.7%
VGT vs JBHT
+273.4%
+513.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.7% |
| 7D | +1.0% | +4.9% | -3.9% | -0.9% |
| 30D | +1.3% | +0.6% | +0.7% | +0.9% |
| 3M | -1.1% | -3.2% | +2.1% | -0.4% |
| 6M | +32.6% | +17.0% | +15.7% | +23.4% |
| YTD | +29.0% | +41.7% | -12.7% | +10.9% |
| 1Y | +39.7% | +90.0% | -50.3% | +5.0% |
| 3Y | +120.9% | +47.0% | +73.9% | +79.7% |
| 5Y | +133.6% | +58.3% | +75.2% | +79.7% |
| All | +786.7% | +273.4% | +513.2% | +349.0% |
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 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