+30.4%
BIL vs JBLU
-58.2%
+88.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | +0.3% | -25.5% | +25.8% | +0.3% |
| 3M | +0.9% | -5.0% | +5.9% | +0.9% |
| 6M | +1.8% | +0.7% | +1.1% | +1.8% |
| YTD | +2.5% | -0.7% | +3.1% | +2.5% |
| 1Y | +3.7% | -12.7% | +16.4% | +3.7% |
| 3Y | +14.1% | -12.7% | +26.8% | +14.1% |
| 5Y | +19.4% | -69.3% | +88.7% | +19.4% |
| 10Y | +25.3% | -73.0% | +98.3% | +25.3% |
| All | +30.4% | -58.2% | +88.5% | +30.6% |
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 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