+85.4%
VTR vs JBHT
+273.4%
-188.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.8% |
| 7D | -1.7% | +4.9% | -6.6% | -3.1% |
| 30D | -2.4% | +0.6% | -3.0% | -2.8% |
| 3M | +14.8% | -3.2% | +18.0% | +15.4% |
| 6M | +5.3% | +17.0% | -11.6% | -0.3% |
| YTD | +18.1% | +41.7% | -23.6% | +5.3% |
| 1Y | +36.7% | +90.0% | -53.3% | +9.9% |
| 3Y | +130.1% | +47.0% | +83.1% | +95.7% |
| 5Y | +89.5% | +58.3% | +31.2% | +51.3% |
| All | +85.4% | +273.4% | -188.0% | +6.6% |
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