+272.8%
ELV vs JBHT
+191.4%
+81.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.7% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | +1.3% | -2.2% | +3.5% | +1.9% |
| 3M | +6.6% | -16.5% | +23.0% | +11.6% |
| 6M | +11.6% | -8.4% | +20.0% | +12.8% |
| YTD | +21.1% | +16.1% | +5.0% | +12.6% |
| 1Y | +34.2% | +31.9% | +2.3% | +19.7% |
| 3Y | -2.9% | +34.1% | -37.0% | -17.3% |
| 5Y | +4.6% | +20.1% | -15.5% | -10.4% |
| 10Y | +272.8% | +184.7% | +88.2% | +93.9% |
| All | +272.8% | +191.4% | +81.4% | +93.9% |
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