+59.1%
NLY vs JBHT
+183.5%
-124.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | -3.2% | +0.5% | -3.6% | -3.3% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | -17.8% | -14.0% | -3.7% | -14.7% |
| 6M | -12.3% | -5.1% | -7.3% | -12.1% |
| YTD | -9.0% | +18.0% | -27.1% | -15.1% |
| 1Y | -4.6% | +36.5% | -41.2% | -15.0% |
| 3Y | +61.8% | +34.8% | +27.1% | +40.4% |
| 5Y | +6.2% | +21.4% | -15.3% | -6.6% |
| 10Y | +59.1% | +178.0% | -118.9% | +11.0% |
| All | +59.1% | +183.5% | -124.4% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling