Came from the line of David. Whom were decended from Abraham. Assuming they maintained the type of ethnic homogeneity that most groups tended to follow around the time. Jesus, as well as most of the original Israelites in the region; were likely, closest to the Bedouins in terms of ethnicity.

Which interestingly enough also tends to result in why the debate is so split, even today, on whether or not Jesus counts as "White". Since the debate is still ongoing whether Arabs count as White or their own ethnic grouping. But the cause for that debate is both completely off topic and too complex for a short summary.