+560.5%
VLO vs JBHT
+58.3%
+502.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | +5.2% | +4.9% | +0.3% | +3.9% |
| 30D | +22.6% | +0.6% | +22.0% | +22.3% |
| 3M | +43.8% | -3.2% | +47.0% | +44.6% |
| 6M | +65.7% | +17.0% | +48.8% | +58.0% |
| YTD | +131.1% | +41.7% | +89.4% | +108.9% |
| 1Y | +143.6% | +90.0% | +53.6% | +100.8% |
| 3Y | +201.4% | +47.0% | +154.4% | +161.3% |
| All | +560.5% | +58.3% | +502.3% | +451.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling