+237.8%
EWY vs JBHT
+183.5%
+54.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.0% |
| 7D | -2.8% | +0.5% | -3.3% | -2.8% |
| 30D | -13.1% | -0.1% | -13.0% | -13.1% |
| 3M | -11.6% | -14.0% | +2.4% | -7.2% |
| 6M | -23.4% | -5.1% | -18.3% | -22.7% |
| YTD | +52.0% | +18.0% | +34.0% | +41.8% |
| 1Y | +58.6% | +36.5% | +22.1% | +40.5% |
| 3Y | +163.3% | +34.8% | +128.5% | +125.9% |
| 5Y | +108.7% | +21.4% | +87.2% | +82.0% |
| 10Y | +237.8% | +178.0% | +59.8% | +107.9% |
| All | +237.8% | +183.5% | +54.3% | +107.9% |
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 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