-100.0%
VIVK vs JBHT
+1,049.9%
-1,149.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.8% | -15.1% | -12.7% |
| 7D | -1.4% | +4.9% | -6.3% | -2.0% |
| 30D | -43.6% | +0.6% | -44.2% | -43.7% |
| 3M | -95.1% | -3.2% | -91.9% | -95.1% |
| 6M | -98.2% | +17.0% | -115.1% | -98.2% |
| YTD | -97.9% | +41.7% | -139.6% | -98.0% |
| 1Y | -100.0% | +90.0% | -190.0% | -100.0% |
| 3Y | -100.0% | +47.0% | -147.0% | -100.0% |
| 5Y | -100.0% | +58.3% | -158.3% | -100.0% |
| 10Y | -100.0% | +273.9% | -373.9% | -100.0% |
| All | -100.0% | +1,049.9% | -1,149.9% | -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