-43.2%
NVTS vs JBHT
+21.8%
-65.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.8% |
| 7D | +9.6% | +0.9% | +8.6% | +9.4% |
| 30D | -13.0% | -1.1% | -11.9% | -11.8% |
| 3M | -28.8% | -14.8% | -14.0% | -19.8% |
| 6M | -48.5% | -7.4% | -41.0% | -46.5% |
| YTD | +31.4% | +17.3% | +14.1% | +13.5% |
| 1Y | -2.3% | +35.3% | -37.6% | -24.9% |
| 3Y | +49.8% | +33.9% | +15.9% | +10.8% |
| 5Y | -43.2% | +22.5% | -65.7% | -55.3% |
| All | -43.2% | +21.8% | -65.0% | -55.3% |
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