+854.3%
EEM vs JBHT
+4,678.7%
-3,824.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +0.7% |
| 7D | +2.3% | +4.9% | -2.6% | +0.3% |
| 30D | +4.5% | +0.6% | +4.0% | +4.1% |
| 3M | -0.1% | -3.2% | +3.1% | +0.7% |
| 6M | +16.9% | +17.0% | 0.0% | +8.2% |
| YTD | +26.2% | +41.7% | -15.4% | +7.3% |
| 1Y | +40.5% | +90.0% | -49.5% | +3.6% |
| 3Y | +86.2% | +47.0% | +39.2% | +47.3% |
| 5Y | +45.5% | +58.3% | -12.9% | +7.2% |
| 10Y | +128.6% | +273.9% | -145.3% | +2.6% |
| All | +854.3% | +4,678.7% | -3,824.5% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling