-98.6%
NVD vs JBHT
+22.5%
-121.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | +17.0% | +4.2% | +12.8% | +19.1% |
| 30D | +77.3% | -0.4% | +77.7% | +77.2% |
| 3M | +61.6% | -17.3% | +78.9% | +48.7% |
| 6M | +40.7% | -3.5% | +44.2% | +41.6% |
| YTD | -10.5% | +18.0% | -28.5% | +1.9% |
| 1Y | -6.1% | +35.5% | -41.7% | +16.1% |
| 3Y | -98.4% | +34.8% | -133.2% | -97.8% |
| All | -98.6% | +22.5% | -121.1% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling