+34.1%
EEM vs JBHT
+20.8%
+13.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.2% | +2.2% |
| 7D | -0.1% | +0.4% | -0.6% | -0.2% |
| 30D | -8.6% | -2.0% | -6.7% | -8.3% |
| 3M | -7.0% | -16.3% | +9.3% | -3.7% |
| 6M | -9.7% | -8.2% | -1.5% | -8.8% |
| YTD | +12.1% | +16.3% | -4.2% | +6.9% |
| 1Y | +14.1% | +32.2% | -18.1% | +5.5% |
| 3Y | +72.1% | +34.4% | +37.7% | +54.2% |
| 5Y | +34.1% | +20.3% | +13.7% | +20.0% |
| All | +34.1% | +20.8% | +13.3% | +20.0% |
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