+1,525.1%
JBL vs NTRA
+3,199.2%
-1,674.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.9% | +4.2% | +4.9% |
| 7D | +2.4% | +0.2% | +2.2% | +2.4% |
| 30D | -13.1% | +4.1% | -17.2% | -13.8% |
| 3M | -15.6% | +50.0% | -65.6% | -22.1% |
| 6M | +24.6% | +67.3% | -42.7% | +11.9% |
| YTD | +39.6% | +43.6% | -4.0% | +28.6% |
| 1Y | +48.6% | +89.2% | -40.6% | +30.0% |
| 3Y | +197.3% | +502.5% | -305.3% | +106.5% |
| 5Y | +413.0% | +173.8% | +239.2% | +281.5% |
| All | +1,525.1% | +3,199.2% | -1,674.1% | +634.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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