-73.8%
JBLU vs NTRS
+259.9%
-333.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.6% |
| 7D | -5.0% | +1.4% | -6.3% | -5.9% |
| 30D | -23.9% | -0.7% | -23.2% | -23.5% |
| 3M | -11.6% | +11.3% | -23.0% | -18.6% |
| 6M | -0.2% | +35.5% | -35.8% | -20.7% |
| YTD | -3.3% | +40.6% | -43.9% | -25.4% |
| 1Y | -15.4% | +49.2% | -64.6% | -37.7% |
| 3Y | -14.7% | +167.2% | -182.0% | -59.1% |
| 5Y | -70.0% | +94.9% | -165.0% | -82.3% |
| All | -73.8% | +259.9% | -333.7% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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