+373.4%
VST vs JBHT
+47.5%
+325.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +3.0% |
| 7D | +8.9% | +4.9% | +4.0% | +7.9% |
| 30D | +6.2% | +0.6% | +5.6% | +6.0% |
| 3M | -2.7% | -3.2% | +0.5% | -2.4% |
| 6M | -8.4% | +17.0% | -25.3% | -12.2% |
| YTD | -7.2% | +41.7% | -48.9% | -15.0% |
| 1Y | -20.9% | +90.0% | -110.9% | -32.9% |
| All | +373.4% | +47.5% | +325.9% | +315.2% |
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