+505.8%
NVT vs JBHT
+103.4%
+402.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +17.4% | +4.2% | +13.2% | +15.2% |
| 30D | -28.4% | -0.4% | -28.0% | -28.3% |
| 3M | -32.4% | -17.3% | -15.1% | -26.7% |
| 6M | -32.2% | -3.5% | -28.7% | -32.6% |
| YTD | +14.0% | +18.0% | -4.1% | +1.4% |
| 1Y | +4.3% | +35.5% | -31.2% | -13.7% |
| 3Y | +131.7% | +34.8% | +97.0% | +83.3% |
| 5Y | +232.4% | +19.7% | +212.7% | +172.1% |
| All | +505.8% | +103.4% | +402.3% | +228.2% |
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 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