+562.2%
NTAP vs JBHT
+182.5%
+379.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -3.4% |
| 7D | +7.2% | +7.0% | +0.2% | +4.3% |
| 30D | -18.4% | +0.5% | -18.9% | -18.5% |
| 3M | -11.3% | -17.4% | +6.0% | -5.1% |
| 6M | +53.8% | -1.7% | +55.5% | +52.1% |
| YTD | +72.0% | +20.7% | +51.2% | +55.2% |
| 1Y | +68.0% | +41.1% | +27.0% | +42.0% |
| 3Y | +149.5% | +38.0% | +111.5% | +103.5% |
| 5Y | +125.6% | +22.5% | +103.1% | +89.2% |
| All | +562.2% | +182.5% | +379.7% | +272.9% |
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