+159.8%
VXUS vs JBHT
+494.5%
-334.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.1% | -2.6% |
| 7D | -3.4% | -1.4% | -2.0% | -3.0% |
| 30D | -5.8% | -3.1% | -2.8% | -5.0% |
| 3M | -6.4% | -19.5% | +13.1% | -0.6% |
| 6M | -2.5% | -9.6% | +7.1% | -0.8% |
| YTD | +7.9% | +13.3% | -5.4% | +1.5% |
| 1Y | +11.5% | +29.7% | -18.2% | +0.3% |
| 3Y | +63.4% | +28.3% | +35.1% | +42.0% |
| 5Y | +42.9% | +18.5% | +24.5% | +24.4% |
| 10Y | +138.9% | +198.1% | -59.2% | +31.6% |
| All | +159.8% | +494.5% | -334.6% | -7.7% |
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