-34.1%
VTRS vs JBHT
+192.0%
-226.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.0% |
| 7D | +9.7% | +0.4% | +9.3% | +9.6% |
| 30D | +16.2% | -2.0% | +18.1% | +16.8% |
| 3M | +25.6% | -16.3% | +41.9% | +31.4% |
| 6M | +21.1% | -8.2% | +29.4% | +22.5% |
| YTD | +68.5% | +16.3% | +52.2% | +56.8% |
| 1Y | +109.6% | +32.2% | +77.4% | +87.0% |
| 3Y | +156.5% | +34.4% | +122.1% | +120.1% |
| 5Y | +73.5% | +20.3% | +53.2% | +50.6% |
| 10Y | -34.1% | +185.2% | -219.3% | -56.1% |
| All | -34.1% | +192.0% | -226.1% | -56.1% |
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