+131.1%
NTAP vs JBHT
+58.3%
+72.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.9% |
| 7D | -0.8% | +4.9% | -5.6% | -2.4% |
| 30D | -0.5% | +0.6% | -1.1% | -0.9% |
| 3M | +4.1% | -3.2% | +7.3% | +4.7% |
| 6M | +88.0% | +17.0% | +71.0% | +76.0% |
| YTD | +75.6% | +41.7% | +33.9% | +53.4% |
| 1Y | +58.9% | +90.0% | -31.1% | +23.7% |
| 3Y | +153.6% | +47.0% | +106.6% | +110.7% |
| All | +131.1% | +58.3% | +72.8% | +81.2% |
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