+129.5%
EWJ vs JBHT
+5,299.7%
-5,170.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.6% | -2.4% | -5.2% |
| 7D | -7.0% | -1.4% | -5.7% | -6.7% |
| 30D | -11.1% | -3.1% | -8.1% | -10.6% |
| 3M | -7.3% | -19.5% | +12.3% | -3.4% |
| 6M | -0.6% | -9.6% | +9.0% | +0.7% |
| YTD | +9.9% | +13.3% | -3.4% | +6.0% |
| 1Y | +11.2% | +29.7% | -18.5% | +4.2% |
| 3Y | +55.3% | +28.3% | +27.0% | +43.0% |
| 5Y | +41.3% | +18.5% | +22.8% | +30.5% |
| 10Y | +117.5% | +198.1% | -80.6% | +62.5% |
| All | +129.5% | +5,299.7% | -5,170.2% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling