+17.0%
NEE vs JBHT
+20.5%
-3.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.6% |
| 7D | +2.2% | +0.2% | +1.9% | +2.1% |
| 30D | +12.3% | -2.2% | +14.4% | +12.6% |
| 3M | +3.4% | -16.5% | +19.8% | +6.2% |
| 6M | -5.3% | -8.4% | +3.1% | -4.7% |
| YTD | +10.6% | +16.1% | -5.5% | +6.0% |
| 1Y | +6.5% | +31.9% | -25.5% | -0.5% |
| 3Y | +73.5% | +34.1% | +39.4% | +57.0% |
| 5Y | +17.0% | +20.1% | -3.1% | +5.5% |
| All | +17.0% | +20.5% | -3.6% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling