+883.9%
VLO vs JBHT
+272.5%
+611.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.1% |
| 7D | +5.2% | +4.9% | +0.3% | +3.2% |
| 30D | +22.6% | +0.6% | +22.0% | +22.0% |
| 3M | +43.8% | -3.2% | +47.0% | +44.9% |
| 6M | +65.7% | +17.0% | +48.8% | +52.8% |
| YTD | +131.1% | +41.7% | +89.4% | +96.1% |
| 1Y | +143.6% | +90.0% | +53.6% | +78.1% |
| 3Y | +201.4% | +47.0% | +154.4% | +140.6% |
| 5Y | +568.9% | +58.3% | +510.6% | +386.8% |
| All | +883.9% | +272.5% | +611.4% | +334.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling