-98.5%
NVD vs JBHT
+25.3%
-123.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.3% | +1.6% | +5.0% |
| 7D | +28.6% | +7.0% | +21.6% | +32.6% |
| 30D | +73.6% | +0.5% | +73.1% | +74.3% |
| 3M | +70.1% | -17.4% | +87.4% | +56.3% |
| 6M | +53.6% | -1.7% | +55.3% | +55.9% |
| YTD | -7.0% | +20.7% | -27.7% | +7.0% |
| 1Y | -9.0% | +41.1% | -50.1% | +14.9% |
| 3Y | -98.3% | +38.0% | -136.3% | -97.7% |
| All | -98.5% | +25.3% | -123.9% | -98.1% |
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