+392.9%
BAC vs JBLU
-72.4%
+465.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | 0.0% | -5.0% | +5.0% | +1.3% |
| 30D | -2.8% | -23.9% | +21.1% | +3.9% |
| 3M | +14.2% | -11.6% | +25.9% | +16.2% |
| 6M | +30.5% | -0.2% | +30.8% | +26.1% |
| YTD | +15.8% | -3.3% | +19.1% | +11.5% |
| 1Y | +26.2% | -15.4% | +41.5% | +25.0% |
| 3Y | +136.5% | -14.7% | +151.3% | +95.9% |
| 5Y | +75.9% | -70.0% | +146.0% | +100.5% |
| All | +392.9% | -72.4% | +465.3% | +414.3% |
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