+75.6%
BAC vs JBLU
-71.4%
+147.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -0.3% | -4.8% | +4.5% | +0.6% |
| 30D | -1.8% | -24.4% | +22.7% | +3.0% |
| 3M | +15.3% | -4.8% | +20.1% | +15.1% |
| 6M | +30.2% | -0.5% | +30.6% | +27.3% |
| YTD | +15.6% | -3.5% | +19.1% | +12.9% |
| 1Y | +27.5% | -13.6% | +41.0% | +26.5% |
| 3Y | +137.0% | -15.3% | +152.3% | +107.4% |
| 5Y | +75.6% | -70.1% | +145.7% | +101.9% |
| All | +75.6% | -71.4% | +147.0% | +101.9% |
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