+158.8%
B vs JBLU
-70.1%
+228.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.3% |
| 7D | +1.0% | -5.6% | +6.6% | +1.4% |
| 30D | +9.5% | -22.3% | +31.8% | +11.3% |
| 3M | +14.3% | -11.0% | +25.3% | +14.9% |
| 6M | -1.9% | -3.1% | +1.2% | -2.1% |
| YTD | +4.1% | -3.7% | +7.8% | +3.7% |
| 1Y | +56.1% | -14.8% | +70.9% | +56.1% |
| 3Y | +202.0% | -15.4% | +217.5% | +192.5% |
| 5Y | +158.8% | -71.4% | +230.2% | +148.0% |
| All | +158.8% | -70.1% | +228.9% | +148.0% |
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