+45.9%
NSC vs JBL
+405.9%
-360.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -1.5% | +4.4% | -5.9% | -2.4% |
| 30D | -1.9% | -8.4% | +6.5% | -0.4% |
| 3M | +6.2% | -14.2% | +20.4% | +8.8% |
| 6M | +9.2% | +29.6% | -20.4% | +1.0% |
| YTD | +15.0% | +37.1% | -22.1% | +4.4% |
| 1Y | +21.1% | +49.5% | -28.4% | +6.7% |
| 3Y | +78.6% | +192.7% | -114.1% | +24.7% |
| 5Y | +45.9% | +411.3% | -365.5% | -18.8% |
| All | +45.9% | +405.9% | -360.0% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling