+313.8%
ELF vs JBHT
+271.1%
+42.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +0.8% |
| 7D | +5.4% | +4.9% | +0.5% | +3.1% |
| 30D | +27.0% | +0.6% | +26.4% | +26.2% |
| 3M | +113.2% | -3.2% | +116.4% | +114.9% |
| 6M | +36.6% | +17.0% | +19.6% | +25.2% |
| YTD | +44.2% | +41.7% | +2.6% | +20.8% |
| 1Y | -18.0% | +90.0% | -108.0% | -41.0% |
| 3Y | -19.9% | +47.0% | -66.9% | -36.1% |
| 5Y | +257.7% | +58.3% | +199.4% | +168.6% |
| All | +313.8% | +271.1% | +42.8% | +123.4% |
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