-78.1%
JBLU vs NTRA
+1,727.4%
-1,805.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | +0.1% |
| 7D | -5.0% | +0.2% | -5.2% | -5.0% |
| 30D | -23.9% | +4.1% | -28.0% | -24.4% |
| 3M | -11.6% | +50.0% | -61.7% | -17.4% |
| 6M | -0.2% | +67.3% | -67.5% | -8.2% |
| YTD | -3.3% | +43.6% | -46.9% | -9.3% |
| 1Y | -15.4% | +89.2% | -104.6% | -23.8% |
| 3Y | -14.7% | +502.5% | -517.3% | -35.1% |
| 5Y | -70.0% | +173.8% | -243.8% | -76.4% |
| 10Y | -72.9% | +3,189.3% | -3,262.2% | -84.9% |
| All | -78.1% | +1,727.4% | -1,805.5% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling