+172.1%
NXT vs JBL
+285.4%
-113.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.0% | -3.2% | -0.6% |
| 7D | -1.9% | +2.4% | -4.3% | -3.1% |
| 30D | -20.0% | -13.1% | -6.9% | -14.4% |
| 3M | -30.7% | -15.6% | -15.2% | -25.0% |
| 6M | -29.0% | +24.6% | -53.5% | -35.4% |
| YTD | -4.8% | +39.6% | -44.4% | -17.3% |
| 1Y | +22.8% | +48.6% | -25.8% | +3.8% |
| 3Y | +93.9% | +197.3% | -103.3% | +23.3% |
| All | +172.1% | +285.4% | -113.3% | +41.8% |
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