+109.6%
EEM vs JBHT
+191.4%
-81.8%
-39.8%
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 | -0.1% | +0.2% | -0.4% | -0.2% |
| 30D | -8.6% | -2.2% | -6.5% | -8.2% |
| 3M | -7.0% | -16.5% | +9.4% | -2.9% |
| 6M | -9.7% | -8.4% | -1.3% | -8.5% |
| YTD | +12.1% | +16.1% | -3.9% | +5.8% |
| 1Y | +14.1% | +31.9% | -17.9% | +3.7% |
| 3Y | +72.1% | +34.1% | +38.0% | +50.7% |
| 5Y | +34.1% | +20.1% | +14.0% | +18.9% |
| 10Y | +109.6% | +184.7% | -75.0% | +48.1% |
| All | +109.6% | +191.4% | -81.8% | +48.1% |
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