This depends on a variety of factors including:
There is of course a minor performance penalty that comes from running an extra operating system however the OS in each JumpBox is a stripped-down version of Ubuntu and extremely lean. Typically CPU-intensive applications are the ones that have performance degradation issues when running virtualized. JumpBox applications are typically RAM-intensive vs. CPU-intensive and therefore lend themselves well to this style of deployment. And the convenience advantages related to setup, portability, simplified maintenance and management typically far outweigh the performance hit (after all, RAM is cheap while your time is not).
The other factor here is that our engineers incorporate years of IT experience into the tuning of the application and do all the homework of researching best practices for configuration. You reap the benefits of countless years of experience in the form of optimized security and performance. Minor tweaks to the application configuration can trump performance advantages of having it run natively.
If you'd like to benchmark performance in your environment, you can download any of the free JumpBoxes and run them alongside a native install of the application running on comparable hardware. This will give you an apples-to-apples comparison of the performance penalty you can expect.