+2,672.5%
NVDL vs JBHT
+46.2%
+2,626.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.2% |
| 7D | +7.3% | +7.1% | +0.2% | +3.3% |
| 30D | -0.7% | +2.3% | -3.0% | -1.7% |
| 3M | +9.5% | -4.5% | +14.0% | +11.9% |
| 6M | +41.6% | +29.2% | +12.4% | +20.8% |
| YTD | +23.3% | +42.2% | -18.9% | -2.5% |
| 1Y | +40.3% | +93.7% | -53.5% | -12.3% |
| 3Y | +692.2% | +53.2% | +639.0% | +478.6% |
| All | +2,672.5% | +46.2% | +2,626.3% | +2,015.3% |
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