+1,144.5%
VUG vs JBHT
+1,995.5%
-851.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.6% | -1.9% | -4.2% |
| 7D | -7.1% | -1.4% | -5.8% | -6.6% |
| 30D | -12.1% | -3.1% | -9.0% | -11.2% |
| 3M | -8.1% | -19.5% | +11.4% | -1.7% |
| 6M | -3.2% | -9.6% | +6.4% | -1.3% |
| YTD | +0.5% | +13.3% | -12.8% | -6.2% |
| 1Y | -0.7% | +29.7% | -30.4% | -11.8% |
| 3Y | +77.1% | +28.3% | +48.8% | +52.1% |
| 5Y | +56.2% | +18.5% | +37.7% | +35.9% |
| 10Y | +394.1% | +198.1% | +196.0% | +192.3% |
| All | +1,144.5% | +1,995.5% | -851.0% | +291.2% |
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 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