-99.1%
NVD vs JBHT
+47.5%
-146.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | +0.1% |
| 7D | -11.1% | +4.9% | -16.0% | -8.7% |
| 30D | -13.3% | +0.6% | -13.8% | -12.3% |
| 3M | -19.8% | -3.2% | -16.6% | -20.2% |
| 6M | -48.8% | +17.0% | -65.7% | -42.7% |
| YTD | -49.7% | +41.7% | -91.3% | -37.5% |
| 1Y | -61.4% | +90.0% | -151.4% | -42.6% |
| All | -99.1% | +47.5% | -146.7% | -98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling