+625.8%
NTAP vs JBLU
-72.4%
+698.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.5% |
| 7D | +7.4% | -5.0% | +12.3% | +8.4% |
| 30D | -1.4% | -23.9% | +22.5% | +3.7% |
| 3M | +24.6% | -11.6% | +36.2% | +26.2% |
| 6M | +105.9% | -0.2% | +106.1% | +100.5% |
| YTD | +88.5% | -3.3% | +91.8% | +82.9% |
| 1Y | +62.1% | -15.4% | +77.5% | +60.9% |
| 3Y | +169.1% | -14.7% | +183.8% | +134.7% |
| 5Y | +141.9% | -70.0% | +211.9% | +166.0% |
| All | +625.8% | -72.4% | +698.2% | +668.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 10y: compounded portfolio wealth divided by compounded JBLU 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…
10y analysis · Full analysis span regression · 6 months rolling