+8.4%
NLY vs JBHT
+22.2%
-13.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +2.7% | +0.9% | +1.8% | +2.4% |
| 30D | +2.3% | -1.1% | +3.4% | +2.5% |
| 3M | -15.2% | -14.8% | -0.4% | -12.0% |
| 6M | -11.2% | -7.4% | -3.7% | -10.4% |
| YTD | -7.1% | +17.3% | -24.4% | -13.1% |
| 1Y | -1.3% | +35.3% | -36.6% | -11.5% |
| 3Y | +65.3% | +33.9% | +31.3% | +43.9% |
| All | +8.4% | +22.2% | -13.7% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling