-38.6%
NVTS vs JBHT
+19.4%
-58.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -3.6% | -12.2% | -13.0% |
| 7D | -14.6% | -1.4% | -13.2% | -13.2% |
| 30D | -34.3% | -3.1% | -31.3% | -32.5% |
| 3M | -36.4% | -19.5% | -16.8% | -25.2% |
| 6M | -55.2% | -9.6% | -45.6% | -52.7% |
| YTD | +10.1% | +13.3% | -3.2% | -2.3% |
| 1Y | -20.3% | +29.7% | -50.0% | -36.8% |
| 3Y | +27.4% | +28.3% | -0.9% | -2.1% |
| 5Y | -47.6% | +18.5% | -66.1% | -56.1% |
| All | -38.6% | +19.4% | -58.0% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling