-29.0%
JBLU vs NVD
-99.1%
+70.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -5.0% | +10.8% | -15.8% | -4.1% |
| 30D | -23.9% | +0.8% | -24.6% | -23.6% |
| 3M | -11.6% | -20.8% | +9.2% | -12.7% |
| 6M | -0.2% | -41.2% | +40.9% | -2.9% |
| YTD | -3.3% | -44.2% | +40.9% | -6.0% |
| 1Y | -15.4% | -54.2% | +38.8% | -18.7% |
| 3Y | -14.7% | -99.1% | +84.4% | -45.7% |
| All | -29.0% | -99.1% | +70.1% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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