+146.3%
EFA vs JBHT
+183.5%
-37.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | +1.6% | -0.1% | +1.6% | +1.5% |
| 3M | -3.2% | -14.0% | +10.9% | +0.2% |
| 6M | +2.5% | -5.1% | +7.6% | +2.7% |
| YTD | +10.7% | +18.0% | -7.3% | +3.9% |
| 1Y | +12.8% | +36.5% | -23.8% | +1.5% |
| 3Y | +66.4% | +34.8% | +31.6% | +45.6% |
| 5Y | +51.4% | +21.4% | +29.9% | +33.7% |
| 10Y | +146.3% | +178.0% | -31.7% | +60.4% |
| All | +146.3% | +183.5% | -37.2% | +60.4% |
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