+66.3%
EWJ vs JBHT
+35.7%
+30.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | -1.9% | +0.5% | -2.3% | -1.9% |
| 30D | -5.3% | -0.1% | -5.3% | -5.4% |
| 3M | -4.3% | -14.0% | +9.7% | -2.1% |
| 6M | +0.4% | -5.1% | +5.5% | +0.4% |
| YTD | +14.7% | +18.0% | -3.3% | +9.8% |
| 1Y | +14.7% | +36.5% | -21.8% | +6.8% |
| All | +66.3% | +35.7% | +30.6% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling