+12.2%
EEM vs JBHT
+36.1%
-23.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +5.3% | +4.2% | +1.1% | +4.5% |
| 30D | -7.0% | -0.4% | -6.6% | -7.0% |
| 3M | -8.0% | -17.3% | +9.3% | -5.0% |
| 6M | -6.6% | -3.5% | -3.1% | -7.8% |
| YTD | +12.3% | +18.0% | -5.7% | +4.9% |
| 1Y | +12.2% | +35.5% | -23.4% | +2.4% |
| All | +12.2% | +36.1% | -23.9% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling