+217.6%
BAC vs JBLU
-80.5%
+298.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +3.2% | +2.5% | +0.8% | +2.5% |
| 30D | -0.7% | +24.9% | -25.6% | -7.2% |
| 3M | -20.0% | -35.2% | +15.2% | -12.3% |
| 6M | +3.4% | -20.0% | +23.4% | +5.7% |
| YTD | -5.7% | -17.4% | +11.6% | -7.0% |
| 1Y | -1.4% | -13.0% | +11.5% | -4.3% |
| 3Y | +97.9% | -5.3% | +103.2% | +54.6% |
| 5Y | +22.9% | -75.2% | +98.1% | +46.1% |
| All | +217.6% | -80.5% | +298.1% | +271.6% |
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