+101.8%
VWO vs JBHT
+191.4%
-89.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.6% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | -5.3% | -2.2% | -3.1% | -4.8% |
| 3M | -6.2% | -16.5% | +10.3% | -2.5% |
| 6M | -6.2% | -8.4% | +2.2% | -5.2% |
| YTD | +5.6% | +16.1% | -10.4% | -0.1% |
| 1Y | +6.2% | +31.9% | -25.8% | -3.0% |
| 3Y | +57.5% | +34.1% | +23.4% | +39.0% |
| 5Y | +28.0% | +20.1% | +7.9% | +14.3% |
| 10Y | +101.8% | +184.7% | -82.9% | +45.1% |
| All | +101.8% | +191.4% | -89.7% | +45.1% |
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