+996.4%
VST vs JBHT
+194.3%
+802.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.6% | -2.6% | -5.2% |
| 7D | -19.9% | -1.4% | -18.5% | -19.6% |
| 30D | -29.7% | -3.1% | -26.6% | -29.1% |
| 3M | -19.6% | -19.5% | 0.0% | -15.1% |
| 6M | -29.4% | -9.6% | -19.8% | -28.5% |
| YTD | -29.7% | +13.3% | -43.0% | -34.0% |
| 1Y | -40.0% | +29.7% | -69.7% | -46.1% |
| 3Y | +231.0% | +28.3% | +202.7% | +189.6% |
| 5Y | +500.1% | +18.5% | +481.6% | +424.5% |
| All | +996.4% | +194.3% | +802.1% | +564.4% |
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