+232.8%
VT vs JBHT
+207.9%
+24.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -0.3% | +1.7% | -2.0% | -0.8% |
| 30D | -1.4% | -1.2% | -0.3% | -1.2% |
| 3M | -1.4% | -17.1% | +15.7% | +3.7% |
| 6M | +5.5% | -4.4% | +9.9% | +5.4% |
| YTD | +12.8% | +17.5% | -4.7% | +4.9% |
| 1Y | +15.4% | +32.6% | -17.2% | +3.1% |
| 3Y | +76.9% | +33.0% | +43.8% | +52.3% |
| 5Y | +60.4% | +20.3% | +40.1% | +39.8% |
| 10Y | +232.8% | +209.1% | +23.7% | +101.4% |
| All | +232.8% | +207.9% | +24.9% | +101.4% |
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