+1,468.9%
VTR vs JBHT
+7,920.5%
-6,451.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | +0.8% |
| 7D | +6.4% | -1.4% | +7.7% | +6.8% |
| 30D | +8.8% | -3.1% | +11.8% | +9.6% |
| 3M | -3.2% | -19.5% | +16.4% | +2.1% |
| 6M | +3.8% | -9.6% | +13.4% | +5.6% |
| YTD | +17.2% | +13.3% | +3.9% | +11.2% |
| 1Y | +21.7% | +29.7% | -8.0% | +11.0% |
| 3Y | +120.8% | +28.3% | +92.4% | +94.8% |
| 5Y | +94.6% | +18.5% | +76.1% | +72.7% |
| 10Y | +113.0% | +198.1% | -85.1% | +42.3% |
| All | +1,468.9% | +7,920.5% | -6,451.6% | +503.7% |
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 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