+1,266.3%
NVDL vs JBHT
+24.1%
+1,242.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.3% | -5.2% |
| 7D | -24.8% | +7.0% | -31.8% | -27.6% |
| 30D | -48.0% | +0.5% | -48.6% | -48.2% |
| 3M | -51.5% | -17.4% | -34.2% | -47.0% |
| 6M | -54.9% | -1.7% | -53.2% | -55.6% |
| YTD | -39.2% | +20.7% | -60.0% | -48.2% |
| 1Y | -41.1% | +41.1% | -82.2% | -54.8% |
| 3Y | +262.9% | +38.0% | +224.9% | +172.8% |
| All | +1,266.3% | +24.1% | +1,242.2% | +1,022.5% |
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 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