+197.3%
JBL vs NTRS
+168.2%
+29.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +4.0% | +4.5% |
| 7D | +2.4% | +1.4% | +1.0% | +1.7% |
| 30D | -13.1% | -0.7% | -12.5% | -12.8% |
| 3M | -15.6% | +11.3% | -26.9% | -20.4% |
| 6M | +24.6% | +35.5% | -11.0% | +5.8% |
| YTD | +39.6% | +40.6% | -1.0% | +15.9% |
| 1Y | +48.6% | +49.2% | -0.6% | +19.7% |
| 3Y | +197.3% | +167.2% | +30.0% | +91.4% |
| All | +197.3% | +168.2% | +29.1% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling