+2,267.4%
VGT vs JBHT
+2,519.7%
-252.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.7% |
| 7D | +1.0% | +4.9% | -3.9% | -0.8% |
| 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% | +23.6% |
| YTD | +29.0% | +41.7% | -12.7% | +11.3% |
| 1Y | +39.7% | +90.0% | -50.3% | +5.9% |
| 3Y | +120.9% | +47.0% | +73.9% | +80.5% |
| 5Y | +133.6% | +58.3% | +75.2% | +82.4% |
| 10Y | +792.6% | +273.9% | +518.7% | +378.7% |
| All | +2,267.4% | +2,519.7% | -252.3% | +507.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling