+395.7%
EFA vs JBHT
+5,454.4%
-5,058.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.7% |
| 7D | +0.6% | +4.9% | -4.3% | -0.9% |
| 30D | +0.9% | +0.6% | +0.3% | +0.5% |
| 3M | +4.9% | -3.2% | +8.1% | +5.4% |
| 6M | +8.6% | +17.0% | -8.4% | +2.4% |
| YTD | +14.6% | +41.7% | -27.0% | +1.6% |
| 1Y | +22.6% | +90.0% | -67.4% | -2.0% |
| 3Y | +66.5% | +47.0% | +19.5% | +40.4% |
| 5Y | +54.5% | +58.3% | -3.8% | +24.4% |
| 10Y | +144.8% | +273.9% | -129.1% | +42.3% |
| All | +395.7% | +5,454.4% | -5,058.7% | +35.5% |
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