+132.0%
VTR vs JBHT
+34.7%
+97.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.9% |
| 7D | +3.8% | +0.9% | +2.9% | +3.7% |
| 30D | +10.1% | -1.1% | +11.2% | +10.2% |
| 3M | -1.2% | -14.8% | +13.6% | -0.2% |
| 6M | +4.8% | -7.4% | +12.2% | +5.2% |
| YTD | +18.9% | +17.3% | +1.6% | +17.4% |
| 1Y | +21.8% | +35.3% | -13.5% | +19.0% |
| 3Y | +132.0% | +33.9% | +98.0% | +123.7% |
| All | +132.0% | +34.7% | +97.3% | +123.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling