+2,542.8%
ELV vs JBHT
+7,391.4%
-4,848.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +1.3% | -1.6% | +2.9% | +1.7% |
| 30D | +5.3% | -2.3% | +7.6% | +5.8% |
| 3M | +9.2% | -18.5% | +27.7% | +14.5% |
| 6M | +14.5% | -11.3% | +25.8% | +16.8% |
| YTD | +23.2% | +12.6% | +10.6% | +17.3% |
| 1Y | +38.0% | +29.8% | +8.3% | +26.4% |
| 3Y | -1.5% | +28.1% | -29.6% | -12.3% |
| 5Y | +8.5% | +17.7% | -9.2% | -3.3% |
| 10Y | +309.5% | +196.1% | +113.3% | +177.8% |
| All | +2,542.8% | +7,391.4% | -4,848.6% | +937.1% |
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