-42.8%
NVTS vs JBHT
+17.1%
-59.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.7% | +10.2% | +10.1% |
| 7D | +1.5% | -1.6% | +3.1% | +3.2% |
| 30D | -23.8% | -2.3% | -21.5% | -22.2% |
| 3M | -30.6% | -18.5% | -12.1% | -19.1% |
| 6M | -48.4% | -11.3% | -37.1% | -44.6% |
| YTD | +20.6% | +12.6% | +8.0% | +7.4% |
| 1Y | -2.5% | +29.8% | -32.3% | -23.0% |
| 3Y | +44.0% | +28.1% | +15.9% | +10.3% |
| All | -42.8% | +17.1% | -59.9% | -53.3% |
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