+19,691.7%
NTAP vs JBHT
+8,930.2%
+10,761.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.0% |
| 7D | -0.8% | +4.9% | -5.6% | -2.7% |
| 30D | -0.5% | +0.6% | -1.1% | -1.0% |
| 3M | +4.1% | -3.2% | +7.3% | +4.8% |
| 6M | +88.0% | +17.0% | +71.0% | +74.2% |
| YTD | +75.6% | +41.7% | +33.9% | +50.3% |
| 1Y | +58.9% | +90.0% | -31.1% | +18.7% |
| 3Y | +153.6% | +47.0% | +106.6% | +104.8% |
| 5Y | +127.6% | +58.3% | +69.3% | +74.7% |
| 10Y | +580.4% | +273.9% | +306.5% | +254.2% |
| All | +19,691.7% | +8,930.2% | +10,761.6% | +2,395.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling