+146.5%
EFA vs JBHT
+182.5%
-36.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.5% |
| 7D | +2.2% | +7.0% | -4.8% | +0.4% |
| 30D | +1.4% | +0.5% | +0.9% | +1.2% |
| 3M | -4.2% | -17.4% | +13.2% | +0.3% |
| 6M | +1.9% | -1.7% | +3.6% | +1.1% |
| YTD | +10.2% | +20.7% | -10.5% | +2.8% |
| 1Y | +12.8% | +41.1% | -28.3% | +0.6% |
| 3Y | +65.2% | +38.0% | +27.2% | +43.6% |
| 5Y | +49.8% | +22.5% | +27.4% | +32.2% |
| All | +146.5% | +182.5% | -36.0% | +59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling