-1.5%
ELV vs JBHT
+27.4%
-28.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | +1.3% | -1.6% | +2.9% | +1.5% |
| 30D | +5.3% | -2.3% | +7.6% | +5.5% |
| 3M | +9.2% | -18.5% | +27.7% | +11.5% |
| 6M | +14.5% | -11.3% | +25.8% | +15.5% |
| YTD | +23.2% | +12.6% | +10.6% | +19.9% |
| 1Y | +38.0% | +29.8% | +8.3% | +31.9% |
| 3Y | -1.5% | +28.1% | -29.6% | -5.3% |
| All | -1.5% | +27.4% | -28.9% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling