+359.2%
VT vs JBHT
+704.3%
-345.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.1% |
| 7D | -1.6% | -3.2% | +1.5% | -0.4% |
| 30D | -2.5% | -4.1% | +1.6% | -1.1% |
| 3M | -1.3% | -15.7% | +14.4% | +4.5% |
| 6M | +3.1% | -9.4% | +12.5% | +5.2% |
| YTD | +10.9% | +16.2% | -5.3% | +1.6% |
| 1Y | +12.1% | +33.4% | -21.4% | -3.2% |
| 3Y | +73.9% | +31.6% | +42.3% | +44.1% |
| 5Y | +58.0% | +20.4% | +37.6% | +32.1% |
| 10Y | +225.5% | +205.4% | +20.0% | +63.1% |
| All | +359.2% | +704.3% | -345.0% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling