+1,678.9%
VRT vs JBHT
+99.2%
+1,579.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.6% | -10.5% | -12.6% |
| 7D | -28.1% | -1.4% | -26.8% | -27.6% |
| 30D | -30.2% | -3.1% | -27.1% | -29.5% |
| 3M | -36.4% | -19.5% | -16.9% | -31.2% |
| 6M | -48.2% | -9.6% | -38.6% | -47.0% |
| YTD | +9.2% | +13.3% | -4.1% | +1.4% |
| 1Y | -7.2% | +29.7% | -36.9% | -18.6% |
| 3Y | +338.7% | +28.3% | +310.4% | +269.5% |
| 5Y | +542.8% | +18.5% | +524.4% | +455.8% |
| All | +1,678.9% | +99.2% | +1,579.7% | +1,080.1% |
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