+402.0%
VNQ vs JBHT
+1,506.9%
-1,104.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | +6.2% | -0.1% | +6.3% | +6.0% |
| 3M | +1.5% | -14.0% | +15.6% | +7.5% |
| 6M | +2.1% | -5.1% | +7.2% | +2.3% |
| YTD | +12.8% | +18.0% | -5.3% | +0.8% |
| 1Y | +10.4% | +36.5% | -26.1% | -8.2% |
| 3Y | +44.4% | +34.8% | +9.6% | +13.7% |
| 5Y | +7.4% | +21.4% | -14.0% | -14.0% |
| 10Y | +84.0% | +178.0% | -94.0% | -14.9% |
| All | +402.0% | +1,506.9% | -1,104.9% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling