-9.1%
NVTS vs JBL
+423.0%
-432.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.0% | -0.7% | -0.9% |
| 7D | -1.4% | +2.4% | -3.9% | -3.8% |
| 30D | -16.5% | -13.1% | -3.4% | -3.4% |
| 3M | -47.6% | -15.6% | -32.1% | -36.7% |
| 6M | +7.3% | +24.6% | -17.3% | -8.1% |
| YTD | +62.9% | +39.6% | +23.3% | +25.6% |
| 1Y | +91.3% | +48.6% | +42.7% | +39.2% |
| 3Y | +43.4% | +197.3% | -153.9% | -54.6% |
| All | -9.1% | +423.0% | -432.1% | -86.6% |
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