+298.3%
NSC vs JBL
+1,127.6%
-829.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | -3.4% | -8.1% | +4.6% | -1.1% |
| 30D | +3.6% | -18.4% | +22.0% | +9.7% |
| 3M | -1.4% | -25.8% | +24.4% | +6.6% |
| 6M | +6.0% | -29.6% | +35.6% | +15.1% |
| YTD | +15.5% | +9.6% | +5.9% | +6.0% |
| 1Y | +16.2% | +14.1% | +2.2% | +4.8% |
| 3Y | +76.9% | +95.9% | -19.0% | +22.9% |
| 5Y | +29.3% | +298.3% | -269.0% | -36.3% |
| 10Y | +298.3% | +1,150.1% | -851.8% | +24.9% |
| All | +298.3% | +1,127.6% | -829.3% | +24.9% |
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