+100.5%
VSH vs JBHT
+192.4%
-91.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.1% |
| 7D | -12.9% | -1.6% | -11.3% | -11.9% |
| 30D | -36.9% | -2.3% | -34.6% | -36.0% |
| 3M | -28.8% | -18.5% | -10.3% | -20.4% |
| 6M | -30.3% | -11.3% | -19.0% | -26.9% |
| YTD | +62.4% | +12.6% | +49.8% | +46.4% |
| 1Y | +62.5% | +29.8% | +32.8% | +34.5% |
| 3Y | +7.4% | +28.1% | -20.7% | -12.9% |
| 5Y | +25.4% | +17.7% | +7.7% | +3.0% |
| All | +100.5% | +192.4% | -91.9% | -11.2% |
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