+375.9%
EFA vs JBHT
+4,528.4%
-4,152.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +1.3% | +4.2% | -2.9% | 0.0% |
| 30D | +0.5% | -0.4% | +0.9% | +0.6% |
| 3M | -4.1% | -17.3% | +13.2% | +0.9% |
| 6M | +2.4% | -3.5% | +5.9% | +2.2% |
| YTD | +10.0% | +18.0% | -8.0% | +2.6% |
| 1Y | +11.4% | +35.5% | -24.1% | -0.6% |
| 3Y | +65.4% | +34.8% | +30.6% | +42.5% |
| 5Y | +49.6% | +19.7% | +29.9% | +31.1% |
| 10Y | +144.8% | +178.0% | -33.2% | +55.5% |
| All | +375.9% | +4,528.4% | -4,152.5% | +36.8% |
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