+212.0%
NXT vs JBL
+208.1%
+3.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.6% |
| 7D | -9.4% | +6.3% | -15.8% | -12.2% |
| 30D | +15.1% | -13.5% | +28.6% | +22.8% |
| 3M | -9.1% | -31.3% | +22.2% | +8.0% |
| 6M | -30.3% | -28.4% | -1.9% | -18.9% |
| YTD | +9.1% | +11.6% | -2.5% | +4.6% |
| 1Y | +7.9% | +26.1% | -18.2% | -1.3% |
| 3Y | +176.5% | +97.4% | +79.1% | +104.0% |
| All | +212.0% | +208.1% | +3.9% | +79.5% |
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 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