+180.5%
NXT vs JBL
+278.5%
-97.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.8% |
| 7D | +2.9% | +4.4% | -1.5% | +0.7% |
| 30D | -17.2% | -8.4% | -8.8% | -13.7% |
| 3M | -32.0% | -14.2% | -17.8% | -26.8% |
| 6M | -15.8% | +29.6% | -45.4% | -24.4% |
| YTD | -1.9% | +37.1% | -39.0% | -14.0% |
| 1Y | +22.5% | +49.5% | -27.0% | +3.7% |
| 3Y | +100.5% | +192.7% | -92.1% | +28.5% |
| All | +180.5% | +278.5% | -97.9% | +47.5% |
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 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