-73.8%
JBLU vs NSC
+332.1%
-405.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.9% |
| 7D | -5.0% | -2.8% | -2.2% | -3.0% |
| 30D | -23.9% | -4.5% | -19.4% | -21.4% |
| 3M | -11.6% | +3.5% | -15.2% | -14.6% |
| 6M | -0.2% | +8.5% | -8.8% | -7.0% |
| YTD | -3.3% | +12.3% | -15.6% | -12.0% |
| 1Y | -15.4% | +18.9% | -34.3% | -26.1% |
| 3Y | -14.7% | +74.1% | -88.9% | -43.8% |
| 5Y | -70.0% | +43.9% | -113.9% | -77.7% |
| All | -73.8% | +332.1% | -405.8% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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