-40.0%
VST vs JBHT
+29.0%
-69.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.6% | -2.6% | -6.0% |
| 7D | -19.9% | -1.4% | -18.5% | -19.8% |
| 30D | -29.7% | -3.1% | -26.6% | -29.5% |
| 3M | -19.6% | -19.5% | 0.0% | -18.8% |
| 6M | -29.4% | -9.6% | -19.8% | -30.0% |
| YTD | -29.7% | +13.3% | -43.0% | -32.7% |
| 1Y | -40.0% | +29.7% | -69.7% | -40.5% |
| All | -40.0% | +29.0% | -69.0% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling