+39.6%
VMC vs JBHT
+27.4%
+12.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +0.5% | -1.6% | +2.1% | +0.9% |
| 30D | +15.8% | -2.3% | +18.1% | +16.4% |
| 3M | +0.6% | -18.5% | +19.0% | +4.9% |
| 6M | -4.0% | -11.3% | +7.2% | -2.3% |
| YTD | -0.3% | +12.6% | -12.9% | -4.3% |
| 1Y | -0.5% | +29.8% | -30.3% | -7.5% |
| 3Y | +39.6% | +28.1% | +11.5% | +28.8% |
| All | +39.6% | +27.4% | +12.2% | +28.8% |
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