+29,197.5%
NVO vs JBHT
+9,226.7%
+19,970.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.8% | -1.6% | +2.4% | +1.0% |
| 30D | +5.4% | -2.3% | +7.6% | +5.7% |
| 3M | -11.2% | -18.5% | +7.3% | -9.1% |
| 6M | -10.8% | -11.3% | +0.5% | -9.9% |
| YTD | -16.8% | +12.6% | -29.4% | -18.7% |
| 1Y | -9.0% | +29.8% | -38.8% | -12.7% |
| 3Y | -56.5% | +28.1% | -84.6% | -58.7% |
| 5Y | -20.3% | +17.7% | -38.0% | -24.2% |
| 10Y | +196.5% | +196.1% | +0.3% | +147.8% |
| All | +29,197.5% | +9,226.7% | +19,970.8% | +17,659.8% |
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