-43.0%
NVDL vs JBHT
+36.1%
-79.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | 0.0% | -9.0% | -9.0% |
| 7D | -17.5% | +4.2% | -21.6% | -18.2% |
| 30D | -49.2% | -0.4% | -48.8% | -49.1% |
| 3M | -49.0% | -17.3% | -31.6% | -47.3% |
| 6M | -50.9% | -3.5% | -47.4% | -50.1% |
| YTD | -36.7% | +18.0% | -54.7% | -36.6% |
| 1Y | -43.0% | +35.5% | -78.5% | -42.2% |
| All | -43.0% | +36.1% | -79.1% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling