+18.5%
VTEB vs JBHT
+266.9%
-248.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.5% |
| 7D | -0.7% | +2.9% | -3.6% | -0.7% |
| 30D | -2.1% | +0.6% | -2.7% | -2.1% |
| 3M | -2.7% | -6.6% | +3.9% | -2.6% |
| 6M | -2.1% | +23.6% | -25.7% | -2.5% |
| YTD | -1.1% | +38.6% | -39.7% | -1.8% |
| 1Y | +1.3% | +91.5% | -90.2% | 0.0% |
| 3Y | +9.0% | +49.3% | -40.3% | +7.9% |
| 5Y | +1.5% | +62.3% | -60.8% | +0.1% |
| 10Y | +18.5% | +276.9% | -258.4% | +16.2% |
| All | +18.5% | +266.9% | -248.3% | +16.2% |
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 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