-100.0%
VIVK vs JBHT
+35.7%
-135.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -38.6% | +4.2% | -42.8% | -39.0% |
| 30D | -87.7% | -0.4% | -87.3% | -87.7% |
| 3M | -98.9% | -17.3% | -81.5% | -98.8% |
| 6M | -100.0% | -3.5% | -96.5% | -100.0% |
| YTD | -100.0% | +18.0% | -118.0% | -100.0% |
| 1Y | -100.0% | +35.5% | -135.5% | -100.0% |
| All | -100.0% | +35.7% | -135.7% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling