+244.0%
NEE vs JBHT
+272.5%
-28.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.4% |
| 7D | +1.9% | +4.9% | -2.9% | +0.8% |
| 30D | -2.2% | +0.6% | -2.7% | -2.4% |
| 3M | -1.2% | -3.2% | +2.0% | -0.8% |
| 6M | -8.6% | +17.0% | -25.5% | -12.4% |
| YTD | +6.2% | +41.7% | -35.5% | -2.9% |
| 1Y | +21.1% | +90.0% | -68.9% | +2.3% |
| 3Y | +36.4% | +47.0% | -10.6% | +20.4% |
| 5Y | +11.4% | +58.3% | -46.9% | -5.8% |
| All | +244.0% | +272.5% | -28.6% | +126.6% |
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