+67.7%
VWO vs JBHT
+51.6%
+16.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.3% |
| 7D | +1.1% | +4.9% | -3.8% | +0.3% |
| 30D | +2.4% | +0.6% | +1.8% | +2.2% |
| 3M | +2.0% | -3.2% | +5.2% | +2.3% |
| 6M | +10.7% | +17.0% | -6.3% | +7.3% |
| YTD | +14.4% | +41.7% | -27.2% | +7.8% |
| 1Y | +22.7% | +90.0% | -67.3% | +10.1% |
| All | +67.7% | +51.6% | +16.1% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling