+625.8%
NTAP vs JBL
+1,558.3%
-932.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.0% | +3.5% | +6.3% |
| 7D | +7.4% | +2.4% | +5.0% | +6.3% |
| 30D | -1.4% | -13.1% | +11.7% | +4.7% |
| 3M | +24.6% | -15.6% | +40.1% | +32.7% |
| 6M | +105.9% | +24.6% | +81.3% | +81.0% |
| YTD | +88.5% | +39.6% | +48.9% | +56.0% |
| 1Y | +62.1% | +48.6% | +13.5% | +29.1% |
| 3Y | +169.1% | +197.3% | -28.2% | +43.0% |
| 5Y | +141.9% | +413.0% | -271.1% | -6.6% |
| All | +625.8% | +1,558.3% | -932.5% | +66.5% |
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