+284.2%
NEE vs JBHT
+182.5%
+101.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.7% |
| 7D | -2.1% | +7.0% | -9.1% | -3.6% |
| 30D | +8.6% | +0.5% | +8.1% | +8.4% |
| 3M | -0.3% | -17.4% | +17.1% | +3.5% |
| 6M | -8.9% | -1.7% | -7.2% | -9.6% |
| YTD | +8.3% | +20.7% | -12.4% | +2.1% |
| 1Y | +4.3% | +41.1% | -36.8% | -5.4% |
| 3Y | +70.7% | +38.0% | +32.7% | +51.2% |
| 5Y | +12.8% | +22.5% | -9.7% | +1.3% |
| All | +284.2% | +182.5% | +101.7% | +171.1% |
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