-98.8%
NVD vs JBHT
+17.6%
-116.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.7% | -3.6% | +22.2% | +16.9% |
| 7D | +33.7% | -1.4% | +35.1% | +33.2% |
| 30D | +65.8% | -3.1% | +68.8% | +63.7% |
| 3M | +31.8% | -19.5% | +51.4% | +20.2% |
| 6M | -5.9% | -9.6% | +3.7% | -8.0% |
| YTD | -23.5% | +13.3% | -36.8% | -14.4% |
| 1Y | -20.0% | +29.7% | -49.7% | -3.1% |
| 3Y | -98.8% | +28.3% | -127.1% | -98.4% |
| All | -98.8% | +17.6% | -116.4% | -98.5% |
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