+33,769.1%
NVO vs JBHT
+11,637.0%
+22,132.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.3% |
| 7D | +2.2% | +4.9% | -2.7% | +1.5% |
| 30D | +6.0% | +0.6% | +5.4% | +5.8% |
| 3M | +7.9% | -3.2% | +11.1% | +8.1% |
| 6M | +27.1% | +17.0% | +10.1% | +24.0% |
| YTD | -3.8% | +41.7% | -45.5% | -8.5% |
| 1Y | -12.8% | +90.0% | -102.8% | -20.5% |
| 3Y | -46.3% | +47.0% | -93.3% | -49.8% |
| 5Y | +3.6% | +58.3% | -54.7% | -5.0% |
| 10Y | +157.0% | +273.9% | -116.9% | +109.0% |
| All | +33,769.1% | +11,637.0% | +22,132.1% | +19,883.1% |
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