+23.3%
BA vs JBLU
-80.5%
+103.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | -1.1% | +2.5% | -3.5% | -2.1% |
| 30D | -7.1% | +24.9% | -32.0% | -16.4% |
| 3M | -25.5% | -35.2% | +9.6% | -15.5% |
| 6M | -28.7% | -20.0% | -8.7% | -26.3% |
| YTD | -21.0% | -17.4% | -3.6% | -22.6% |
| 1Y | -11.9% | -13.0% | +1.1% | -15.6% |
| 3Y | -16.2% | -5.3% | -10.9% | -43.4% |
| 5Y | -22.4% | -75.2% | +52.8% | +0.8% |
| All | +23.3% | -80.5% | +103.8% | +43.6% |
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