+288.8%
VTI vs JBHT
+192.4%
+96.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | -2.6% | -1.6% | -1.0% | -2.1% |
| 30D | -5.0% | -2.3% | -2.7% | -4.4% |
| 3M | -4.3% | -18.5% | +14.2% | +1.6% |
| 6M | +0.6% | -11.3% | +11.8% | +3.0% |
| YTD | +8.9% | +12.6% | -3.7% | +1.9% |
| 1Y | +11.1% | +29.8% | -18.6% | -1.3% |
| 3Y | +74.5% | +28.1% | +46.4% | +50.0% |
| 5Y | +60.1% | +17.7% | +42.4% | +38.7% |
| All | +288.8% | +192.4% | +96.4% | +131.8% |
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