+105.6%
NTAP vs JBHT
+17.1%
+88.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.1% |
| 7D | -15.1% | -1.6% | -13.5% | -14.5% |
| 30D | -28.1% | -2.3% | -25.8% | -27.5% |
| 3M | -11.4% | -18.5% | +7.0% | -5.9% |
| 6M | +52.2% | -11.3% | +63.5% | +56.1% |
| YTD | +60.4% | +12.6% | +47.9% | +50.4% |
| 1Y | +51.0% | +29.8% | +21.2% | +34.5% |
| 3Y | +135.6% | +28.1% | +107.5% | +102.4% |
| All | +105.6% | +17.1% | +88.6% | +76.2% |
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