+570.8%
NTAP vs JBHT
+186.6%
+384.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -7.8% | +0.9% | -8.7% | -8.0% |
| 30D | -25.8% | -1.1% | -24.7% | -25.5% |
| 3M | -11.2% | -14.8% | +3.6% | -6.2% |
| 6M | +49.9% | -7.4% | +57.4% | +52.1% |
| YTD | +66.9% | +17.3% | +49.5% | +52.3% |
| 1Y | +58.8% | +35.3% | +23.5% | +36.5% |
| 3Y | +140.8% | +33.9% | +106.9% | +98.8% |
| 5Y | +115.0% | +22.5% | +92.5% | +79.8% |
| 10Y | +570.8% | +181.3% | +389.4% | +279.1% |
| All | +570.8% | +186.6% | +384.2% | +279.1% |
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