+678.4%
VEEV vs JBHT
+192.4%
+486.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -2.9% | -1.6% | -1.4% | -2.5% |
| 30D | +7.5% | -2.3% | +9.8% | +8.1% |
| 3M | +39.5% | -18.5% | +57.9% | +47.6% |
| 6M | +81.5% | -11.3% | +92.8% | +86.0% |
| YTD | +36.1% | +12.6% | +23.5% | +27.3% |
| 1Y | +4.3% | +29.8% | -25.5% | -7.4% |
| 3Y | +54.8% | +28.1% | +26.8% | +34.0% |
| 5Y | -4.7% | +17.7% | -22.4% | -16.5% |
| All | +678.4% | +192.4% | +486.0% | +374.4% |
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