+6.9%
NXT vs JBL
+20.8%
-13.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -4.8% | +16.0% | +14.4% |
| 7D | +30.0% | -11.1% | +41.1% | +40.1% |
| 30D | +28.6% | -14.1% | +42.7% | +42.2% |
| 3M | +8.4% | -23.9% | +32.3% | +29.4% |
| 6M | -8.7% | -24.1% | +15.3% | +7.9% |
| YTD | +22.5% | +13.5% | +9.0% | +0.5% |
| 1Y | +6.9% | +23.7% | -16.8% | -21.0% |
| All | +6.9% | +20.8% | -13.9% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling