+77.8%
VNQ vs JBHT
+192.4%
-114.6%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.3% |
| 7D | +1.9% | -1.6% | +3.5% | +2.4% |
| 30D | +7.9% | -2.3% | +10.2% | +8.6% |
| 3M | -1.5% | -18.5% | +17.0% | +3.9% |
| 6M | +0.3% | -11.3% | +11.6% | +2.6% |
| YTD | +11.3% | +12.6% | -1.3% | +4.9% |
| 1Y | +11.8% | +29.8% | -17.9% | +0.5% |
| 3Y | +40.8% | +28.1% | +12.7% | +22.9% |
| 5Y | +5.7% | +17.7% | -11.9% | -7.0% |
| All | +77.8% | +192.4% | -114.6% | +19.5% |
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