+60.5%
VZ vs JBHT
+272.5%
-212.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.3% |
| 7D | +0.1% | +4.9% | -4.8% | -0.6% |
| 30D | +7.9% | +0.6% | +7.3% | +7.7% |
| 3M | +13.6% | -3.2% | +16.9% | +13.9% |
| 6M | +1.1% | +17.0% | -15.9% | -1.6% |
| YTD | +29.3% | +41.7% | -12.4% | +22.3% |
| 1Y | +21.2% | +90.0% | -68.7% | +9.4% |
| 3Y | +75.9% | +47.0% | +28.9% | +63.0% |
| 5Y | +24.1% | +58.3% | -34.2% | +11.4% |
| All | +60.5% | +272.5% | -212.0% | +16.8% |
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