+72.7%
EWJ vs JBHT
+47.5%
+25.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.1% |
| 7D | +2.5% | +4.9% | -2.4% | +1.6% |
| 30D | +3.3% | +0.6% | +2.7% | +3.1% |
| 3M | +5.0% | -3.2% | +8.2% | +5.3% |
| 6M | +11.5% | +17.0% | -5.4% | +7.5% |
| YTD | +22.4% | +41.7% | -19.3% | +13.7% |
| 1Y | +30.2% | +90.0% | -59.8% | +13.9% |
| All | +72.7% | +47.5% | +25.2% | +53.5% |
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 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