+229.0%
VTV vs JBHT
+275.4%
-46.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.1% | -1.1% |
| 7D | +0.5% | +4.9% | -4.4% | -1.0% |
| 30D | +1.1% | +0.6% | +0.5% | +0.7% |
| 3M | +5.9% | -3.2% | +9.1% | +6.4% |
| 6M | +11.6% | +17.0% | -5.3% | +5.0% |
| YTD | +19.8% | +41.7% | -21.8% | +5.6% |
| 1Y | +26.2% | +90.0% | -63.7% | -0.4% |
| 3Y | +68.5% | +47.0% | +21.5% | +41.6% |
| 5Y | +79.9% | +58.3% | +21.6% | +42.0% |
| All | +229.0% | +275.4% | -46.4% | +71.5% |
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