+136.4%
BAC vs JBLU
-16.1%
+152.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.8% |
| 7D | +0.6% | -5.6% | +6.2% | +1.3% |
| 30D | -1.4% | -22.3% | +21.0% | +1.6% |
| 3M | +15.7% | -11.0% | +26.7% | +16.6% |
| 6M | +32.2% | -3.1% | +35.3% | +30.6% |
| YTD | +15.8% | -3.7% | +19.5% | +14.1% |
| 1Y | +27.3% | -14.8% | +42.1% | +27.0% |
| All | +136.4% | -16.1% | +152.5% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling