+33.9%
JBHT vs EFV
+91.9%
-57.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.1% |
| 7D | +0.9% | +2.1% | -1.2% | -0.6% |
| 30D | -1.1% | +3.1% | -4.2% | -3.3% |
| 3M | -14.8% | -1.3% | -13.5% | -13.9% |
| 6M | -7.4% | +6.0% | -13.5% | -11.7% |
| YTD | +17.3% | +15.8% | +1.5% | +4.2% |
| 1Y | +35.3% | +21.1% | +14.2% | +16.1% |
| 3Y | +33.9% | +91.0% | -57.1% | -17.5% |
| All | +33.9% | +91.9% | -57.9% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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