+231.0%
VTV vs JBHT
+192.4%
+38.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -2.2% | -1.6% | -0.6% | -1.7% |
| 30D | +2.2% | -2.3% | +4.5% | +2.8% |
| 3M | +0.3% | -18.5% | +18.8% | +6.0% |
| 6M | +8.3% | -11.3% | +19.5% | +10.8% |
| YTD | +18.5% | +12.6% | +6.0% | +11.6% |
| 1Y | +23.0% | +29.8% | -6.7% | +10.4% |
| 3Y | +72.6% | +28.1% | +44.6% | +49.9% |
| 5Y | +73.3% | +17.7% | +55.6% | +50.8% |
| All | +231.0% | +192.4% | +38.6% | +91.2% |
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