+392.5%
VNQ vs JBHT
+1,828.4%
-1,435.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.0% |
| 7D | -1.3% | +4.9% | -6.1% | -3.5% |
| 30D | -2.9% | +0.6% | -3.5% | -3.5% |
| 3M | +0.8% | -3.2% | +4.0% | +1.5% |
| 6M | +2.5% | +17.0% | -14.5% | -6.4% |
| YTD | +10.6% | +41.7% | -31.0% | -8.3% |
| 1Y | +9.1% | +90.0% | -80.9% | -23.3% |
| 3Y | +31.0% | +47.0% | -15.9% | +0.2% |
| 5Y | +4.9% | +58.3% | -53.4% | -25.9% |
| 10Y | +59.5% | +273.9% | -214.5% | -36.2% |
| All | +392.5% | +1,828.4% | -1,435.9% | -17.5% |
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 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