+562.2%
NTAP vs JBL
+1,148.2%
-586.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.5% |
| 7D | +7.2% | +6.3% | +0.9% | +4.3% |
| 30D | -18.4% | -13.5% | -4.9% | -12.7% |
| 3M | -11.3% | -31.3% | +20.0% | +4.4% |
| 6M | +53.8% | -28.4% | +82.2% | +75.6% |
| YTD | +72.0% | +11.6% | +60.4% | +57.1% |
| 1Y | +68.0% | +26.1% | +41.9% | +44.7% |
| 3Y | +149.5% | +97.4% | +52.1% | +63.2% |
| 5Y | +125.6% | +301.0% | -175.4% | -2.6% |
| All | +562.2% | +1,148.2% | -586.0% | +78.7% |
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