+204.0%
NVT vs JBHT
+17.1%
+186.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.7% | +8.6% | +8.2% |
| 7D | -15.7% | -1.6% | -14.1% | -15.1% |
| 30D | -36.6% | -2.3% | -34.3% | -36.1% |
| 3M | -34.8% | -18.5% | -16.4% | -30.1% |
| 6M | -38.2% | -11.3% | -27.0% | -36.5% |
| YTD | +4.8% | +12.6% | -7.7% | -3.0% |
| 1Y | -2.8% | +29.8% | -32.6% | -15.3% |
| 3Y | +119.5% | +28.1% | +91.4% | +85.6% |
| All | +204.0% | +17.1% | +186.9% | +154.2% |
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 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