+250.9%
EQIX vs JBHT
+192.4%
+58.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -0.1% | -1.6% | +1.5% | +0.3% |
| 30D | -1.8% | -2.3% | +0.4% | -1.4% |
| 3M | -3.4% | -18.5% | +15.1% | +0.8% |
| 6M | -6.0% | -11.3% | +5.3% | -4.4% |
| YTD | +34.2% | +12.6% | +21.6% | +27.8% |
| 1Y | +26.2% | +29.8% | -3.5% | +15.7% |
| 3Y | +41.7% | +28.1% | +13.6% | +26.7% |
| 5Y | +43.1% | +17.7% | +25.4% | +28.5% |
| All | +250.9% | +192.4% | +58.5% | +186.6% |
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