+210.5%
VLO vs JBHT
+34.7%
+175.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -9.5% | +0.9% | -10.5% | -9.7% |
| 30D | -19.1% | -1.1% | -18.0% | -19.1% |
| 3M | +11.4% | -14.8% | +26.2% | +14.7% |
| 6M | +46.7% | -7.4% | +54.2% | +47.5% |
| YTD | +118.6% | +17.3% | +101.3% | +103.9% |
| 1Y | +99.9% | +35.3% | +64.6% | +78.4% |
| 3Y | +210.5% | +33.9% | +176.5% | +167.8% |
| All | +210.5% | +34.7% | +175.7% | +167.8% |
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