+249.3%
VST vs JBHT
+33.0%
+216.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.1% | -14.9% | -14.0% |
| 7D | -15.7% | +1.7% | -17.4% | -16.0% |
| 30D | -17.0% | -1.2% | -15.8% | -16.9% |
| 3M | -15.9% | -17.1% | +1.3% | -13.3% |
| 6M | -25.0% | -4.4% | -20.6% | -25.4% |
| YTD | -25.1% | +17.5% | -42.6% | -29.5% |
| 1Y | -34.9% | +32.6% | -67.5% | -40.4% |
| All | +249.3% | +33.0% | +216.3% | +212.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling