+163.9%
VTRS vs JBHT
+38.8%
+125.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.2% |
| 7D | +4.6% | +7.0% | -2.5% | +3.1% |
| 30D | +19.4% | +0.5% | +18.9% | +19.2% |
| 3M | +30.8% | -17.4% | +48.1% | +35.6% |
| 6M | +21.6% | -1.7% | +23.4% | +20.5% |
| YTD | +71.2% | +20.7% | +50.4% | +60.1% |
| 1Y | +97.6% | +41.1% | +56.5% | +77.6% |
| 3Y | +163.9% | +38.0% | +125.9% | +123.8% |
| All | +163.9% | +38.8% | +125.1% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling