-74.6%
JBLU vs NTRA
+3,277.4%
-3,352.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.5% |
| 7D | -5.8% | +4.1% | -10.0% | -6.5% |
| 30D | -22.8% | +10.3% | -33.1% | -24.1% |
| 3M | -13.0% | +61.2% | -74.1% | -20.0% |
| 6M | +5.8% | +81.9% | -76.1% | -4.6% |
| YTD | -4.2% | +49.2% | -53.4% | -11.2% |
| 1Y | -13.7% | +102.8% | -116.5% | -23.7% |
| 3Y | -15.0% | +549.7% | -564.7% | -37.3% |
| 5Y | -70.7% | +184.7% | -255.3% | -77.5% |
| 10Y | -74.6% | +3,237.8% | -3,312.4% | -87.2% |
| All | -74.6% | +3,277.4% | -3,352.0% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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