+387.8%
VUG vs JBHT
+192.4%
+195.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -3.4% | -1.6% | -1.8% | -2.8% |
| 30D | -11.1% | -2.3% | -8.8% | -10.5% |
| 3M | -7.2% | -18.5% | +11.2% | -1.5% |
| 6M | -4.1% | -11.3% | +7.1% | -1.8% |
| YTD | +1.4% | +12.6% | -11.2% | -5.3% |
| 1Y | +1.9% | +29.8% | -27.8% | -9.8% |
| 3Y | +77.7% | +28.1% | +49.7% | +52.1% |
| 5Y | +57.6% | +17.7% | +39.9% | +36.6% |
| All | +387.8% | +192.4% | +195.4% | +207.6% |
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