+960.3%
VTI vs JBHT
+7,952.5%
-6,992.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.2% |
| 7D | +0.1% | +4.9% | -4.8% | -1.5% |
| 30D | 0.0% | +0.6% | -0.6% | -0.4% |
| 3M | +2.0% | -3.2% | +5.2% | +2.5% |
| 6M | +13.0% | +17.0% | -4.0% | +6.2% |
| YTD | +13.9% | +41.7% | -27.7% | +0.3% |
| 1Y | +20.0% | +90.0% | -70.0% | -5.5% |
| 3Y | +75.8% | +47.0% | +28.8% | +47.4% |
| 5Y | +73.8% | +58.3% | +15.5% | +39.6% |
| 10Y | +297.5% | +273.9% | +23.6% | +132.0% |
| All | +960.3% | +7,952.5% | -6,992.1% | +161.0% |
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