+115.9%
EWJ vs JBHT
+192.4%
-76.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -5.0% | -1.6% | -3.4% | -4.6% |
| 30D | -10.2% | -2.3% | -7.9% | -9.8% |
| 3M | -7.2% | -18.5% | +11.2% | -3.0% |
| 6M | -3.2% | -11.3% | +8.1% | -1.4% |
| YTD | +9.9% | +12.6% | -2.7% | +5.1% |
| 1Y | +11.0% | +29.8% | -18.8% | +2.2% |
| 3Y | +57.3% | +28.1% | +29.2% | +41.5% |
| 5Y | +41.3% | +17.7% | +23.6% | +27.4% |
| All | +115.9% | +192.4% | -76.4% | +59.6% |
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