+69.1%
EFX vs JBHT
+192.0%
-123.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.9% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | +29.2% | -2.0% | +31.1% | +30.1% |
| 3M | +3.5% | -16.3% | +19.7% | +10.0% |
| 6M | +7.8% | -8.2% | +16.0% | +9.7% |
| YTD | -12.4% | +16.3% | -28.7% | -19.9% |
| 1Y | -8.2% | +32.2% | -40.5% | -20.7% |
| 3Y | +4.7% | +34.4% | -29.7% | -13.2% |
| 5Y | -32.0% | +20.3% | -52.4% | -41.8% |
| 10Y | +69.1% | +185.2% | -116.2% | +17.2% |
| All | +69.1% | +192.0% | -123.0% | +17.2% |
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