+706.3%
EEM vs JBHT
+3,722.5%
-3,016.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.6% | -2.2% | -4.3% |
| 7D | -7.4% | -1.4% | -6.1% | -6.9% |
| 30D | -15.0% | -3.1% | -11.9% | -14.0% |
| 3M | -11.7% | -19.5% | +7.9% | -4.3% |
| 6M | -10.8% | -9.6% | -1.2% | -8.6% |
| YTD | +6.7% | +13.3% | -6.7% | -1.4% |
| 1Y | +7.4% | +29.7% | -22.3% | -6.4% |
| 3Y | +62.1% | +28.3% | +33.8% | +34.5% |
| 5Y | +28.2% | +18.5% | +9.8% | +6.4% |
| 10Y | +101.2% | +198.1% | -97.0% | -1.6% |
| All | +706.3% | +3,722.5% | -3,016.2% | +55.0% |
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 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