-12.9%
NVTS vs JBLU
-70.6%
+57.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | +0.5% | -4.8% | +5.2% | +2.6% |
| 30D | -18.0% | -24.4% | +6.4% | -7.7% |
| 3M | -45.6% | -4.8% | -40.8% | -45.9% |
| 6M | +28.5% | -0.5% | +28.9% | +21.0% |
| YTD | +56.2% | -3.5% | +59.7% | +46.0% |
| 1Y | +97.7% | -13.6% | +111.3% | +94.3% |
| 3Y | +35.0% | -15.3% | +50.2% | +2.7% |
| All | -12.9% | -70.6% | +57.7% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling