-18.6%
JBLU vs NVT
-10.3%
-8.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -12.8% | +10.8% | +1.8% |
| 7D | +14.4% | -28.8% | +43.2% | +26.1% |
| 30D | -13.4% | -43.3% | +29.9% | +3.3% |
| 3M | -45.1% | -39.2% | -5.9% | -36.4% |
| 6M | -27.9% | -41.8% | +13.9% | -16.6% |
| YTD | -23.3% | -2.9% | -20.4% | -31.0% |
| 1Y | -18.6% | -12.0% | -6.7% | -24.8% |
| All | -18.6% | -10.3% | -8.3% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling