+329.3%
VWO vs JBHT
+1,331.6%
-1,002.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.4% |
| 7D | +1.1% | +4.9% | -3.8% | -0.9% |
| 30D | +2.4% | +0.6% | +1.8% | +1.9% |
| 3M | +2.0% | -3.2% | +5.2% | +2.6% |
| 6M | +10.7% | +17.0% | -6.3% | +2.4% |
| YTD | +14.4% | +41.7% | -27.2% | -2.5% |
| 1Y | +22.7% | +90.0% | -67.3% | -9.1% |
| 3Y | +64.2% | +47.0% | +17.2% | +30.2% |
| 5Y | +35.8% | +58.3% | -22.6% | +0.1% |
| 10Y | +114.7% | +273.9% | -159.2% | -4.4% |
| All | +329.3% | +1,331.6% | -1,002.3% | -11.9% |
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