+57.7%
VT vs JBHT
+20.2%
+37.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -1.6% | -3.2% | +1.5% | -0.9% |
| 30D | -2.5% | -4.1% | +1.6% | -1.6% |
| 3M | -1.3% | -15.7% | +14.4% | +2.3% |
| 6M | +3.1% | -9.4% | +12.5% | +4.4% |
| YTD | +10.9% | +16.2% | -5.3% | +4.6% |
| 1Y | +12.1% | +33.4% | -21.4% | +1.7% |
| 3Y | +73.9% | +31.6% | +42.3% | +53.7% |
| All | +57.7% | +20.2% | +37.5% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling