+201.4%
B vs JBLU
-72.4%
+273.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.4% | -5.0% | +2.6% | -2.2% |
| 30D | +6.3% | -23.9% | +30.2% | +7.7% |
| 3M | +12.1% | -11.6% | +23.8% | +12.6% |
| 6M | -3.1% | -0.2% | -2.9% | -3.3% |
| YTD | +2.0% | -3.3% | +5.3% | +1.7% |
| 1Y | +51.7% | -15.4% | +67.1% | +51.8% |
| 3Y | +190.5% | -14.7% | +205.2% | +185.9% |
| 5Y | +158.0% | -70.0% | +228.0% | +156.9% |
| All | +201.4% | -72.4% | +273.8% | +191.2% |
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