+74.7%
BND vs JBLU
-63.0%
+137.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.6% |
| 7D | -0.9% | -4.8% | +3.9% | -0.9% |
| 30D | -1.0% | -24.4% | +23.5% | -1.0% |
| 3M | -1.2% | -4.8% | +3.5% | -1.2% |
| 6M | -2.0% | -0.5% | -1.5% | -2.0% |
| YTD | -1.2% | -3.5% | +2.3% | -1.1% |
| 1Y | -0.5% | -13.6% | +13.1% | -0.4% |
| 3Y | +12.4% | -15.3% | +27.7% | +12.6% |
| 5Y | -2.5% | -70.1% | +67.6% | -2.8% |
| 10Y | +15.0% | -72.9% | +87.9% | +14.8% |
| All | +74.7% | -63.0% | +137.7% | +76.9% |
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 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