+54.4%
VMC vs JBHT
+58.3%
-3.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | 0.0% |
| 7D | -4.3% | +4.9% | -9.2% | -5.8% |
| 30D | -8.2% | +0.6% | -8.8% | -8.6% |
| 3M | -7.0% | -3.2% | -3.8% | -6.6% |
| 6M | -10.8% | +17.0% | -27.7% | -16.0% |
| YTD | -7.4% | +41.7% | -49.0% | -18.3% |
| 1Y | -9.5% | +90.0% | -99.5% | -28.3% |
| 3Y | +20.5% | +47.0% | -26.5% | +2.9% |
| All | +54.4% | +58.3% | -3.9% | +23.8% |
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 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