+572.7%
NTAP vs JBHT
+194.3%
+378.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -3.6% | -6.2% | -8.3% |
| 7D | -22.5% | -1.4% | -21.1% | -21.9% |
| 30D | -25.7% | -3.1% | -22.6% | -24.8% |
| 3M | -9.0% | -19.5% | +10.5% | -1.7% |
| 6M | +49.2% | -9.6% | +58.8% | +52.7% |
| YTD | +60.6% | +13.3% | +47.3% | +48.6% |
| 1Y | +48.7% | +29.7% | +19.0% | +29.9% |
| 3Y | +135.6% | +28.3% | +107.3% | +97.9% |
| 5Y | +107.8% | +18.5% | +89.3% | +76.0% |
| All | +572.7% | +194.3% | +378.4% | +283.7% |
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