-14.7%
JBLU vs NVT
+190.9%
-205.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | -1.7% |
| 7D | -5.0% | +4.1% | -9.0% | -6.7% |
| 30D | -23.9% | -5.1% | -18.7% | -22.5% |
| 3M | -11.6% | -1.2% | -10.5% | -13.0% |
| 6M | -0.2% | +46.6% | -46.8% | -19.1% |
| YTD | -3.3% | +60.0% | -63.3% | -24.9% |
| 1Y | -15.4% | +70.8% | -86.2% | -36.9% |
| 3Y | -14.7% | +187.5% | -202.3% | -56.2% |
| All | -14.7% | +190.9% | -205.6% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling