+67.4%
VTRS vs JBHT
+17.1%
+50.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.6% | +5.1% |
| 7D | +4.6% | -1.6% | +6.2% | +5.0% |
| 30D | +13.8% | -2.3% | +16.1% | +14.4% |
| 3M | +23.1% | -18.5% | +41.6% | +28.8% |
| 6M | +26.7% | -11.3% | +38.0% | +28.8% |
| YTD | +63.7% | +12.6% | +51.1% | +54.6% |
| 1Y | +103.9% | +29.8% | +74.2% | +84.7% |
| 3Y | +145.2% | +28.1% | +117.1% | +115.4% |
| All | +67.4% | +17.1% | +50.3% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling