+1,449.6%
NET vs JBL
+903.8%
+545.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.7% |
| 7D | -7.0% | +3.0% | -10.0% | -8.2% |
| 30D | -4.8% | -8.3% | +3.5% | -1.3% |
| 3M | +3.8% | -16.9% | +20.7% | +11.5% |
| 6M | +50.0% | +21.8% | +28.3% | +31.6% |
| YTD | +41.5% | +36.3% | +5.2% | +16.3% |
| 1Y | +32.8% | +49.5% | -16.7% | +3.5% |
| 3Y | +335.9% | +170.6% | +165.3% | +140.5% |
| 5Y | +113.8% | +408.4% | -294.6% | -12.4% |
| All | +1,449.6% | +903.8% | +545.7% | +455.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling