+751.2%
NVT vs JBHT
+145.0%
+606.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +10.4% | +7.1% | +3.2% | +6.7% |
| 30D | -1.3% | +2.3% | -3.6% | -2.5% |
| 3M | -0.6% | -4.5% | +3.9% | +1.0% |
| 6M | +53.8% | +29.2% | +24.5% | +33.2% |
| YTD | +60.2% | +42.2% | +18.0% | +31.6% |
| 1Y | +76.8% | +93.7% | -17.0% | +20.8% |
| 3Y | +191.2% | +53.2% | +138.0% | +119.5% |
| 5Y | +430.9% | +62.4% | +368.5% | +269.5% |
| All | +751.2% | +145.0% | +606.2% | +325.7% |
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