-48.2%
JBLU vs NXT
+173.5%
-221.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -5.0% | -1.9% | -3.1% | -4.6% |
| 30D | -23.9% | -20.0% | -3.8% | -20.7% |
| 3M | -11.6% | -30.7% | +19.1% | -6.1% |
| 6M | -0.2% | -29.0% | +28.7% | +4.4% |
| YTD | -3.3% | -4.8% | +1.5% | -4.1% |
| 1Y | -15.4% | +22.8% | -38.2% | -20.3% |
| 3Y | -14.7% | +93.9% | -108.7% | -30.7% |
| All | -48.2% | +173.5% | -221.6% | -60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling