+47,989.3%
EME vs JBHT
+7,042.5%
+40,946.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.6% | -3.3% | -5.7% |
| 7D | -13.6% | -1.4% | -12.3% | -13.2% |
| 30D | -27.8% | -3.1% | -24.7% | -27.1% |
| 3M | -27.6% | -19.5% | -8.0% | -22.9% |
| 6M | -36.1% | -9.6% | -26.6% | -35.0% |
| YTD | -2.5% | +13.3% | -15.8% | -8.0% |
| 1Y | -11.7% | +29.7% | -41.4% | -20.3% |
| 3Y | +185.1% | +28.3% | +156.8% | +150.5% |
| 5Y | +357.2% | +18.5% | +338.7% | +305.8% |
| 10Y | +931.7% | +198.1% | +733.6% | +577.7% |
| All | +47,989.3% | +7,042.5% | +40,946.7% | +16,983.0% |
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