+36.9%
EMB vs JBHT
+183.5%
-146.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.4% | +0.5% | -0.9% | -0.5% |
| 30D | +1.5% | -0.1% | +1.6% | +1.5% |
| 3M | -1.6% | -14.0% | +12.5% | -0.3% |
| 6M | -1.5% | -5.1% | +3.6% | -1.4% |
| YTD | -0.1% | +18.0% | -18.1% | -2.4% |
| 1Y | +0.5% | +36.5% | -36.0% | -3.4% |
| 3Y | +30.2% | +34.8% | -4.5% | +23.9% |
| 5Y | +8.6% | +21.4% | -12.9% | +3.5% |
| 10Y | +36.9% | +178.0% | -141.1% | +19.8% |
| All | +36.9% | +183.5% | -146.6% | +19.8% |
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