+420.3%
NVT vs JBL
+409.3%
+11.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.0% | -0.4% | +1.8% |
| 7D | +4.1% | +2.4% | +1.7% | +2.7% |
| 30D | -5.1% | -13.1% | +8.0% | +2.6% |
| 3M | -1.2% | -15.6% | +14.4% | +8.4% |
| 6M | +46.6% | +24.6% | +22.0% | +30.4% |
| YTD | +60.0% | +39.6% | +20.4% | +33.5% |
| 1Y | +70.8% | +48.6% | +22.2% | +37.0% |
| 3Y | +187.5% | +197.3% | -9.7% | +56.3% |
| All | +420.3% | +409.3% | +11.0% | +102.2% |
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