+413.7%
JBL vs NTRA
+172.0%
+241.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.7% |
| 3M | -15.6% | +50.0% | -65.6% | -21.5% |
| 6M | +24.6% | +67.3% | -42.7% | +13.1% |
| YTD | +39.6% | +43.6% | -4.0% | +29.7% |
| 1Y | +48.6% | +89.2% | -40.6% | +31.7% |
| 3Y | +197.3% | +502.5% | -305.3% | +119.1% |
| All | +413.7% | +172.0% | +241.7% | +298.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling