+104.6%
VGT vs JBHT
+22.5%
+82.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.3% | -4.0% | -2.4% |
| 7D | +2.5% | +7.0% | -4.6% | +0.2% |
| 30D | -9.5% | +0.5% | -10.0% | -9.7% |
| 3M | -9.5% | -17.4% | +7.9% | -4.3% |
| 6M | -1.8% | -1.7% | -0.1% | -2.7% |
| YTD | +18.4% | +20.7% | -2.3% | +8.0% |
| 1Y | +18.7% | +41.1% | -22.3% | +2.1% |
| 3Y | +103.8% | +38.0% | +65.8% | +69.6% |
| All | +104.6% | +22.5% | +82.1% | +70.3% |
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