-48.3%
JBLU vs NXT
+168.4%
-216.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.5% |
| 7D | -4.8% | -2.6% | -2.2% | -4.3% |
| 30D | -24.4% | -22.4% | -2.0% | -20.8% |
| 3M | -4.8% | -27.3% | +22.6% | +0.3% |
| 6M | -0.5% | -28.5% | +28.0% | +4.1% |
| YTD | -3.5% | -6.6% | +3.1% | -3.9% |
| 1Y | -13.6% | +20.4% | -33.9% | -18.3% |
| 3Y | -15.3% | +90.9% | -106.2% | -31.0% |
| All | -48.3% | +168.4% | -216.7% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling