+44.6%
EEM vs JBHT
+58.3%
-13.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.2% |
| 7D | +2.3% | +4.9% | -2.6% | +1.2% |
| 30D | +4.5% | +0.6% | +4.0% | +4.3% |
| 3M | -0.1% | -3.2% | +3.1% | +0.4% |
| 6M | +16.9% | +17.0% | 0.0% | +12.1% |
| YTD | +26.2% | +41.7% | -15.4% | +15.7% |
| 1Y | +40.5% | +90.0% | -49.5% | +19.7% |
| 3Y | +86.2% | +47.0% | +39.2% | +65.4% |
| All | +44.6% | +58.3% | -13.6% | +23.4% |
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 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