-20.6%
BA vs JBLU
-74.4%
+53.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | 0.0% | +25.8% | -25.7% | -5.0% |
| 30D | -8.9% | +4.2% | -13.1% | -10.7% |
| 3M | -25.5% | -29.1% | +3.6% | -20.3% |
| 6M | -27.0% | -21.7% | -5.2% | -24.2% |
| YTD | -20.1% | -12.1% | -8.1% | -21.2% |
| 1Y | -11.0% | -9.3% | -1.7% | -13.0% |
| 3Y | -11.8% | +3.4% | -15.2% | -34.2% |
| 5Y | -20.6% | -74.2% | +53.6% | +20.6% |
| All | -20.6% | -74.4% | +53.7% | +20.6% |
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 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