-3.1%
JBLU vs NXT
-17.9%
+14.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -2.3% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -22.3% | -20.0% | -2.4% | -18.5% |
| 3M | -11.0% | -30.9% | +20.0% | -4.0% |
| 6M | -3.1% | -23.8% | +20.7% | -3.6% |
| All | -3.1% | -17.9% | +14.8% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling