+2,566.8%
ELV vs JBHT
+7,755.7%
-5,188.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.2% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | +1.8% | -0.1% | +1.8% | +1.7% |
| 3M | +10.5% | -14.0% | +24.5% | +14.2% |
| 6M | +13.5% | -5.1% | +18.5% | +13.6% |
| YTD | +24.3% | +18.0% | +6.3% | +16.8% |
| 1Y | +38.9% | +36.5% | +2.4% | +25.5% |
| 3Y | -1.5% | +34.8% | -36.2% | -13.4% |
| 5Y | +7.3% | +21.4% | -14.1% | -5.2% |
| 10Y | +268.7% | +178.0% | +90.8% | +153.7% |
| All | +2,566.8% | +7,755.7% | -5,188.9% | +933.2% |
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 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