+27.0%
EEM vs JBHT
+17.8%
+9.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.6% | -2.2% | -5.0% |
| 7D | -7.4% | -1.4% | -6.1% | -7.1% |
| 30D | -15.0% | -3.1% | -11.9% | -14.4% |
| 3M | -11.7% | -19.5% | +7.9% | -7.8% |
| 6M | -10.8% | -9.6% | -1.2% | -9.6% |
| YTD | +6.7% | +13.3% | -6.7% | +2.2% |
| 1Y | +7.4% | +29.7% | -22.3% | -0.2% |
| 3Y | +62.1% | +28.3% | +33.8% | +46.9% |
| All | +27.0% | +17.8% | +9.2% | +14.2% |
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 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