+768.4%
VLO vs JBHT
+192.4%
+576.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -13.3% | -1.6% | -11.7% | -12.8% |
| 30D | -18.3% | -2.3% | -16.0% | -17.8% |
| 3M | +14.3% | -18.5% | +32.8% | +22.1% |
| 6M | +47.6% | -11.3% | +58.9% | +51.4% |
| YTD | +116.0% | +12.6% | +103.4% | +98.2% |
| 1Y | +101.0% | +29.8% | +71.3% | +73.1% |
| 3Y | +199.0% | +28.1% | +170.9% | +148.5% |
| 5Y | +419.0% | +17.7% | +401.4% | +327.3% |
| All | +768.4% | +192.4% | +576.1% | +358.0% |
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 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