+1,723.2%
NTRA vs JBHT
+268.6%
+1,454.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -1.0% |
| 7D | +0.6% | +4.9% | -4.3% | -1.4% |
| 30D | +19.5% | +0.6% | +18.9% | +19.1% |
| 3M | +47.8% | -3.2% | +51.0% | +48.6% |
| 6M | +61.6% | +17.0% | +44.7% | +48.8% |
| YTD | +43.3% | +41.7% | +1.6% | +20.7% |
| 1Y | +97.0% | +90.0% | +7.0% | +43.2% |
| 3Y | +424.9% | +47.0% | +377.9% | +315.2% |
| 5Y | +165.2% | +58.3% | +106.9% | +96.8% |
| 10Y | +3,114.3% | +273.9% | +2,840.4% | +1,440.3% |
| All | +1,723.2% | +268.6% | +1,454.6% | +759.2% |
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 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