+452.3%
EWT vs JBHT
+182.5%
+269.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.1% | -0.5% |
| 7D | +9.1% | +7.0% | +2.1% | +7.2% |
| 30D | -12.2% | +0.5% | -12.7% | -12.3% |
| 3M | -9.4% | -17.4% | +7.9% | -5.2% |
| 6M | +2.7% | -1.7% | +4.4% | +2.1% |
| YTD | +53.3% | +20.7% | +32.6% | +43.4% |
| 1Y | +59.2% | +41.1% | +18.1% | +42.5% |
| 3Y | +157.1% | +38.0% | +119.1% | +124.8% |
| 5Y | +119.6% | +22.5% | +97.2% | +95.0% |
| All | +452.3% | +182.5% | +269.8% | +282.4% |
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