+94.4%
VTR vs JBHT
+22.9%
+71.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +8.2% | -0.1% | +8.3% | +8.2% |
| 3M | +4.6% | -14.0% | +18.6% | +6.8% |
| 6M | +4.3% | -5.1% | +9.4% | +4.5% |
| YTD | +19.0% | +18.0% | +1.0% | +14.3% |
| 1Y | +21.6% | +36.5% | -14.9% | +13.6% |
| 3Y | +132.2% | +34.8% | +97.4% | +112.8% |
| 5Y | +94.4% | +21.4% | +73.0% | +74.4% |
| All | +94.4% | +22.9% | +71.5% | +74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling