-98.8%
NVD vs JBHT
+20.7%
-119.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.1% | +5.6% | +10.2% |
| 7D | +23.8% | +0.4% | +23.3% | +24.2% |
| 30D | +57.0% | -2.0% | +58.9% | +55.8% |
| 3M | +41.6% | -16.3% | +57.9% | +31.4% |
| 6M | +17.6% | -8.2% | +25.8% | +15.4% |
| YTD | -21.4% | +16.3% | -37.7% | -11.1% |
| 1Y | -23.3% | +32.2% | -55.5% | -6.4% |
| 3Y | -98.7% | +34.4% | -133.1% | -98.2% |
| All | -98.8% | +20.7% | -119.5% | -98.4% |
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