-100.0%
VIVK vs JBHT
+852.3%
-952.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | +0.9% | -23.6% | -22.9% |
| 7D | -56.0% | +0.9% | -56.9% | -56.0% |
| 30D | -92.3% | -1.1% | -91.2% | -92.3% |
| 3M | -98.6% | -14.8% | -83.8% | -98.6% |
| 6M | -99.9% | -7.4% | -92.5% | -99.9% |
| YTD | -100.0% | +17.3% | -117.3% | -100.0% |
| 1Y | -100.0% | +35.3% | -135.3% | -100.0% |
| 3Y | -100.0% | +33.9% | -133.9% | -100.0% |
| 5Y | -100.0% | +22.5% | -122.5% | -100.0% |
| 10Y | -100.0% | +181.3% | -281.3% | -100.0% |
| All | -100.0% | +852.3% | -952.3% | -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 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