+1,463.8%
VTR vs JBHT
+7,867.8%
-6,404.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | +4.7% | -1.6% | +6.3% | +5.1% |
| 30D | +10.9% | -2.3% | +13.2% | +11.5% |
| 3M | -3.2% | -18.5% | +15.2% | +1.7% |
| 6M | +3.7% | -11.3% | +14.9% | +6.0% |
| YTD | +16.8% | +12.6% | +4.2% | +11.1% |
| 1Y | +21.3% | +29.8% | -8.4% | +10.6% |
| 3Y | +119.0% | +28.1% | +91.0% | +93.4% |
| 5Y | +94.0% | +17.7% | +76.3% | +72.4% |
| 10Y | +112.3% | +196.1% | -83.9% | +42.1% |
| All | +1,463.8% | +7,867.8% | -6,404.0% | +502.8% |
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