-6.3%
NVTS vs JBL
+413.5%
-419.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.1% |
| 7D | +9.7% | +4.4% | +5.3% | +4.9% |
| 30D | -13.6% | -8.4% | -5.2% | -5.4% |
| 3M | -51.0% | -14.2% | -36.8% | -41.5% |
| 6M | +46.3% | +29.6% | +16.7% | +21.3% |
| YTD | +68.1% | +37.1% | +31.0% | +32.1% |
| 1Y | +113.9% | +49.5% | +64.4% | +54.7% |
| 3Y | +45.3% | +192.7% | -147.4% | -53.3% |
| All | -6.3% | +413.5% | -419.8% | -85.9% |
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