+147.3%
VXUS vs JBHT
+272.5%
-125.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.3% |
| 7D | +1.0% | +4.9% | -3.9% | -0.3% |
| 30D | +2.2% | +0.6% | +1.6% | +1.9% |
| 3M | +3.0% | -3.2% | +6.2% | +3.4% |
| 6M | +10.7% | +17.0% | -6.3% | +5.1% |
| YTD | +17.8% | +41.7% | -23.8% | +6.0% |
| 1Y | +27.6% | +90.0% | -62.4% | +4.6% |
| 3Y | +73.3% | +47.0% | +26.3% | +49.6% |
| 5Y | +54.3% | +58.3% | -4.0% | +26.8% |
| All | +147.3% | +272.5% | -125.2% | +47.5% |
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