+1,008.9%
BE vs JBLU
-74.7%
+1,083.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.4% | +12.0% | +10.5% |
| 7D | +29.8% | +1.1% | +28.6% | +29.1% |
| 30D | +26.4% | -25.5% | +51.9% | +41.2% |
| 3M | +9.3% | -5.0% | +14.4% | +9.5% |
| 6M | +105.1% | +0.7% | +104.4% | +98.4% |
| YTD | +219.0% | -0.7% | +219.7% | +204.2% |
| 1Y | +418.8% | -12.7% | +431.5% | +414.9% |
| 3Y | +1,784.6% | -12.7% | +1,797.3% | +1,327.2% |
| 5Y | +1,251.0% | -69.3% | +1,320.2% | +1,592.4% |
| All | +1,008.9% | -74.7% | +1,083.6% | +1,032.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling