+750.3%
NVT vs JBL
+1,116.2%
-365.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.0% | -0.4% | +1.6% |
| 7D | +4.1% | +2.4% | +1.7% | +2.6% |
| 30D | -5.1% | -13.1% | +8.0% | +3.4% |
| 3M | -1.2% | -15.6% | +14.4% | +9.5% |
| 6M | +46.6% | +24.6% | +22.0% | +28.0% |
| YTD | +60.0% | +39.6% | +20.4% | +29.6% |
| 1Y | +70.8% | +48.6% | +22.2% | +32.0% |
| 3Y | +187.5% | +197.3% | -9.7% | +37.5% |
| 5Y | +426.1% | +413.0% | +13.2% | +69.1% |
| All | +750.3% | +1,116.2% | -365.9% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling