+395.3%
VNQ vs JBHT
+1,432.4%
-1,037.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.2% |
| 7D | +1.9% | -1.6% | +3.5% | +2.7% |
| 30D | +7.9% | -2.3% | +10.2% | +8.9% |
| 3M | -1.5% | -18.5% | +17.0% | +6.9% |
| 6M | +0.3% | -11.3% | +11.6% | +3.7% |
| YTD | +11.3% | +12.6% | -1.3% | +1.7% |
| 1Y | +11.8% | +29.8% | -17.9% | -4.8% |
| 3Y | +40.8% | +28.1% | +12.7% | +13.6% |
| 5Y | +5.7% | +17.7% | -11.9% | -14.2% |
| 10Y | +80.9% | +196.1% | -115.3% | -19.9% |
| All | +395.3% | +1,432.4% | -1,037.1% | -8.5% |
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