-48.7%
VTRS vs JBHT
+276.8%
-325.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -0.1% | +7.1% | -7.3% | -2.3% |
| 30D | +1.9% | +2.3% | -0.5% | +0.9% |
| 3M | +5.1% | -4.5% | +9.5% | +6.1% |
| 6M | +20.1% | +29.2% | -9.2% | +9.4% |
| YTD | +36.6% | +42.2% | -5.6% | +20.2% |
| 1Y | +64.1% | +93.7% | -29.6% | +28.9% |
| 3Y | +86.4% | +53.2% | +33.2% | +54.5% |
| 5Y | +40.9% | +62.4% | -21.5% | +11.1% |
| 10Y | -48.7% | +274.7% | -323.4% | -72.2% |
| All | -48.7% | +276.8% | -325.5% | -72.2% |
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