+153.4%
VMC vs JBHT
+272.5%
-119.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.2% |
| 7D | -4.3% | +4.9% | -9.2% | -6.2% |
| 30D | -8.2% | +0.6% | -8.8% | -8.7% |
| 3M | -7.0% | -3.2% | -3.8% | -6.5% |
| 6M | -10.8% | +17.0% | -27.7% | -17.3% |
| YTD | -7.4% | +41.7% | -49.0% | -20.9% |
| 1Y | -9.5% | +90.0% | -99.5% | -32.8% |
| 3Y | +20.5% | +47.0% | -26.5% | -2.7% |
| 5Y | +51.6% | +58.3% | -6.7% | +14.4% |
| All | +153.4% | +272.5% | -119.1% | +16.5% |
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