+402.8%
VUG vs JBHT
+182.5%
+220.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.7% |
| 7D | +2.5% | +7.0% | -4.5% | +0.2% |
| 30D | -6.3% | +0.5% | -6.8% | -6.5% |
| 3M | -6.0% | -17.4% | +11.3% | -0.6% |
| 6M | -3.5% | -1.7% | -1.8% | -4.5% |
| YTD | +3.9% | +20.7% | -16.8% | -5.2% |
| 1Y | +5.1% | +41.1% | -36.0% | -9.6% |
| 3Y | +77.9% | +38.0% | +39.9% | +48.3% |
| 5Y | +62.4% | +22.5% | +39.9% | +39.1% |
| All | +402.8% | +182.5% | +220.4% | +202.3% |
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 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