+107.9%
VGT vs JBHT
+21.4%
+86.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.6% | +4.2% | +1.5% | +4.2% |
| 30D | -10.6% | -0.4% | -10.2% | -10.5% |
| 3M | -6.9% | -17.3% | +10.4% | -1.5% |
| 6M | +0.9% | -3.5% | +4.4% | +0.6% |
| YTD | +20.4% | +18.0% | +2.4% | +10.7% |
| 1Y | +17.4% | +35.5% | -18.2% | +2.3% |
| 3Y | +106.3% | +34.8% | +71.5% | +73.0% |
| 5Y | +107.9% | +19.7% | +88.1% | +74.3% |
| All | +107.9% | +21.4% | +86.4% | +74.3% |
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 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