+21.4%
JBHT vs EFV
+93.3%
-71.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.5% | -1.0% | +1.5% | +1.3% |
| 30D | -0.1% | +3.1% | -3.2% | -2.4% |
| 3M | -14.0% | -1.2% | -12.8% | -13.2% |
| 6M | -5.1% | +5.6% | -10.7% | -9.3% |
| YTD | +18.0% | +15.8% | +2.2% | +4.7% |
| 1Y | +36.5% | +20.0% | +16.5% | +17.8% |
| 3Y | +34.8% | +91.0% | -56.2% | -19.6% |
| 5Y | +21.4% | +93.7% | -72.2% | -30.7% |
| All | +21.4% | +93.3% | -71.9% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling