+78.6%
VNQ vs JBHT
+176.2%
-97.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.2% | +4.2% | -4.0% | -1.0% |
| 30D | +5.8% | -0.4% | +6.2% | +5.8% |
| 3M | 0.0% | -17.3% | +17.3% | +5.1% |
| 6M | +1.5% | -3.5% | +5.0% | +1.2% |
| YTD | +12.1% | +18.0% | -6.0% | +4.2% |
| 1Y | +10.6% | +35.5% | -24.9% | -1.9% |
| 3Y | +43.5% | +34.8% | +8.8% | +23.3% |
| 5Y | +6.8% | +19.7% | -12.9% | -6.3% |
| All | +78.6% | +176.2% | -97.5% | +12.6% |
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