+121.0%
VTR vs JBHT
+182.5%
-61.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.4% |
| 7D | +0.2% | +7.0% | -6.8% | -1.7% |
| 30D | +5.5% | +0.5% | +5.0% | +5.2% |
| 3M | -0.9% | -17.4% | +16.4% | +3.8% |
| 6M | -0.4% | -1.7% | +1.3% | -1.2% |
| YTD | +17.0% | +20.7% | -3.7% | +8.4% |
| 1Y | +18.0% | +41.1% | -23.1% | +4.0% |
| 3Y | +127.4% | +38.0% | +89.4% | +93.8% |
| 5Y | +92.3% | +22.5% | +69.8% | +67.1% |
| All | +121.0% | +182.5% | -61.5% | +38.7% |
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