+122.8%
NTAP vs JBLU
-71.4%
+194.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -1.0% | -4.8% | +3.8% | -0.3% |
| 30D | -7.5% | -24.4% | +16.9% | -3.8% |
| 3M | +14.6% | -4.8% | +19.4% | +14.4% |
| 6M | +91.0% | -0.5% | +91.5% | +87.2% |
| YTD | +73.7% | -3.5% | +77.2% | +69.8% |
| 1Y | +51.2% | -13.6% | +64.8% | +49.9% |
| 3Y | +146.1% | -15.3% | +161.4% | +120.5% |
| 5Y | +122.8% | -70.1% | +192.9% | +149.9% |
| All | +122.8% | -71.4% | +194.3% | +149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling