+572.0%
NTAP vs JBHT
+192.4%
+379.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.2% |
| 7D | -15.1% | -1.6% | -13.5% | -14.4% |
| 30D | -28.1% | -2.3% | -25.8% | -27.4% |
| 3M | -11.4% | -18.5% | +7.0% | -4.8% |
| 6M | +52.2% | -11.3% | +63.5% | +57.0% |
| YTD | +60.4% | +12.6% | +47.9% | +48.8% |
| 1Y | +51.0% | +29.8% | +21.2% | +31.9% |
| 3Y | +135.6% | +28.1% | +107.5% | +98.0% |
| 5Y | +107.5% | +17.7% | +89.8% | +76.3% |
| All | +572.0% | +192.4% | +379.6% | +284.3% |
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