-12.9%
NVTS vs JBL
+397.8%
-410.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -1.0% |
| 7D | +0.5% | -1.0% | +1.5% | +1.6% |
| 30D | -18.0% | -15.1% | -2.9% | -2.9% |
| 3M | -45.6% | -14.0% | -31.6% | -35.3% |
| 6M | +28.5% | +20.6% | +7.8% | +14.4% |
| YTD | +56.2% | +32.9% | +23.3% | +26.8% |
| 1Y | +97.7% | +40.5% | +57.2% | +52.3% |
| 3Y | +35.0% | +183.7% | -148.8% | -55.2% |
| All | -12.9% | +397.8% | -410.7% | -86.5% |
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 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