+138.5%
EFA vs JBHT
+192.4%
-53.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -1.4% | -1.6% | +0.2% | -1.0% |
| 30D | -1.2% | -2.3% | +1.1% | -0.6% |
| 3M | -5.1% | -18.5% | +13.4% | -0.4% |
| 6M | -1.2% | -11.3% | +10.0% | +0.7% |
| YTD | +7.8% | +12.6% | -4.8% | +2.4% |
| 1Y | +12.2% | +29.8% | -17.6% | +2.3% |
| 3Y | +61.5% | +28.1% | +33.4% | +43.3% |
| 5Y | +45.8% | +17.7% | +28.1% | +29.7% |
| All | +138.5% | +192.4% | -53.8% | +59.9% |
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 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