+25.8%
VWO vs JBHT
+22.5%
+3.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.5% |
| 7D | +2.0% | +7.0% | -5.1% | +0.7% |
| 30D | -4.3% | +0.5% | -4.8% | -4.4% |
| 3M | -6.4% | -17.4% | +11.0% | -3.3% |
| 6M | -5.6% | -1.7% | -3.9% | -6.2% |
| YTD | +5.2% | +20.7% | -15.5% | -0.1% |
| 1Y | +5.2% | +41.1% | -35.9% | -3.4% |
| 3Y | +55.5% | +38.0% | +17.5% | +39.8% |
| All | +25.8% | +22.5% | +3.3% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling