+86.8%
NLY vs JBHT
+266.9%
-180.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.2% |
| 7D | -0.4% | +2.9% | -3.4% | -1.3% |
| 30D | -1.3% | +0.6% | -1.9% | -1.7% |
| 3M | +7.6% | -6.6% | +14.2% | +9.3% |
| 6M | +8.9% | +23.6% | -14.7% | +1.3% |
| YTD | +8.1% | +38.6% | -30.5% | -3.2% |
| 1Y | +15.8% | +91.5% | -75.7% | -7.2% |
| 3Y | +70.2% | +49.3% | +20.9% | +44.6% |
| 5Y | +30.0% | +62.3% | -32.4% | +5.2% |
| 10Y | +86.8% | +276.9% | -190.1% | +23.9% |
| All | +86.8% | +266.9% | -180.0% | +23.9% |
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