+35,366.8%
VLO vs JBHT
+9,634.5%
+25,732.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.8% | -6.0% |
| 7D | -6.0% | +1.7% | -7.7% | -6.4% |
| 30D | -12.9% | -1.2% | -11.7% | -12.8% |
| 3M | +18.3% | -17.1% | +35.5% | +22.8% |
| 6M | +46.4% | -4.4% | +50.8% | +46.4% |
| YTD | +127.7% | +17.5% | +110.3% | +115.6% |
| 1Y | +120.6% | +32.6% | +88.0% | +102.6% |
| 3Y | +213.8% | +33.0% | +180.8% | +183.0% |
| 5Y | +458.6% | +20.3% | +438.3% | +407.3% |
| 10Y | +826.1% | +209.1% | +617.0% | +577.6% |
| All | +35,366.8% | +9,634.5% | +25,732.3% | +16,858.4% |
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 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