+292.5%
ETR vs JBHT
+272.5%
+20.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.1% |
| 7D | +1.4% | +4.9% | -3.4% | +0.4% |
| 30D | +1.0% | +0.6% | +0.4% | +0.7% |
| 3M | -1.3% | -3.2% | +2.0% | -0.9% |
| 6M | +1.9% | +17.0% | -15.1% | -2.2% |
| YTD | +18.2% | +41.7% | -23.5% | +8.4% |
| 1Y | +24.7% | +90.0% | -65.3% | +5.9% |
| 3Y | +150.7% | +47.0% | +103.7% | +122.1% |
| 5Y | +127.0% | +58.3% | +68.7% | +91.1% |
| All | +292.5% | +272.5% | +20.0% | +139.5% |
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