-73.8%
JBLU vs NUE
+599.8%
-673.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -0.6% |
| 7D | -5.0% | -0.6% | -4.3% | -4.7% |
| 30D | -23.9% | -4.6% | -19.3% | -22.0% |
| 3M | -11.6% | -0.3% | -11.3% | -12.1% |
| 6M | -0.2% | +51.9% | -52.1% | -21.5% |
| YTD | -3.3% | +60.0% | -63.3% | -26.0% |
| 1Y | -15.4% | +82.9% | -98.3% | -40.4% |
| 3Y | -14.7% | +66.0% | -80.7% | -38.2% |
| 5Y | -70.0% | +149.0% | -219.0% | -83.7% |
| All | -73.8% | +599.8% | -673.6% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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