-12.7%
JBLU vs NXT
+10.5%
-23.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +11.1% | +0.8% | +8.5% |
| 7D | +24.9% | +30.0% | -5.1% | +15.5% |
| 30D | -12.3% | +28.6% | -40.9% | -18.5% |
| 3M | -44.5% | +8.4% | -52.9% | -46.5% |
| 6M | -25.7% | -8.7% | -16.9% | -27.2% |
| YTD | -21.8% | +22.5% | -44.2% | -26.3% |
| 1Y | -12.7% | +6.9% | -19.6% | -15.7% |
| All | -12.7% | +10.5% | -23.2% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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