+29.6%
EMB vs JBHT
+272.5%
-242.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.3% |
| 7D | 0.0% | +4.9% | -4.9% | -0.5% |
| 30D | -0.3% | +0.6% | -0.9% | -0.4% |
| 3M | -0.4% | -3.2% | +2.8% | -0.2% |
| 6M | +0.1% | +17.0% | -16.8% | -1.8% |
| YTD | +1.6% | +41.7% | -40.1% | -2.3% |
| 1Y | +5.6% | +90.0% | -84.4% | -1.8% |
| 3Y | +29.8% | +47.0% | -17.1% | +23.0% |
| 5Y | +7.3% | +58.3% | -51.0% | -0.2% |
| All | +29.6% | +272.5% | -242.9% | +11.9% |
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