+0.7%
NLY vs JBHT
+34.8%
-34.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.8% | +3.7% |
| 7D | +3.5% | +1.7% | +1.8% | +3.2% |
| 30D | +3.6% | -1.2% | +4.8% | +3.8% |
| 3M | -13.6% | -17.1% | +3.5% | -11.8% |
| 6M | -9.1% | -4.4% | -4.7% | -9.6% |
| YTD | -6.1% | +17.5% | -23.5% | -10.8% |
| 1Y | +0.7% | +32.6% | -31.9% | -7.1% |
| All | +0.7% | +34.8% | -34.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 1y: compounded portfolio wealth divided by compounded JBHT 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…
1y analysis · Full analysis span regression · 6 months rolling