+451.8%
NEM vs JBL
+42,879.2%
-42,427.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | +3.9% | +4.4% | -0.6% | +3.7% |
| 30D | +12.7% | -8.4% | +21.2% | +13.1% |
| 3M | +28.7% | -14.2% | +42.8% | +29.4% |
| 6M | +9.8% | +29.6% | -19.8% | +8.5% |
| YTD | +28.1% | +37.1% | -9.0% | +26.3% |
| 1Y | +69.3% | +49.5% | +19.9% | +66.4% |
| 3Y | +247.7% | +192.7% | +55.0% | +231.2% |
| 5Y | +153.4% | +411.3% | -258.0% | +136.0% |
| 10Y | +291.3% | +1,447.6% | -1,156.3% | +249.1% |
| All | +451.8% | +42,879.2% | -42,427.4% | +403.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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