+724.1%
EEM vs JBHT
+3,697.4%
-2,973.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.5% |
| 7D | -2.8% | -1.6% | -1.2% | -2.1% |
| 30D | -11.9% | -2.3% | -9.6% | -11.2% |
| 3M | -8.8% | -18.5% | +9.7% | -1.7% |
| 6M | -11.6% | -11.3% | -0.4% | -8.8% |
| YTD | +9.0% | +12.6% | -3.6% | +1.1% |
| 1Y | +10.6% | +29.8% | -19.2% | -3.7% |
| 3Y | +64.4% | +28.1% | +36.3% | +36.4% |
| 5Y | +31.0% | +17.7% | +13.4% | +9.1% |
| 10Y | +105.6% | +196.1% | -90.6% | +0.8% |
| All | +724.1% | +3,697.4% | -2,973.3% | +58.9% |
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