+67.3%
F vs JBLU
-80.5%
+147.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.5% |
| 7D | -3.1% | +2.5% | -5.6% | -3.9% |
| 30D | 0.0% | +24.9% | -24.9% | -8.1% |
| 3M | -13.2% | -35.2% | +22.0% | -2.7% |
| 6M | -10.2% | -20.0% | +9.8% | -7.3% |
| YTD | -4.9% | -17.4% | +12.4% | -6.0% |
| 1Y | -6.1% | -13.0% | +6.9% | -8.9% |
| 3Y | +46.0% | -5.3% | +51.3% | +7.8% |
| 5Y | -15.7% | -75.2% | +59.5% | +5.8% |
| All | +67.3% | -80.5% | +147.8% | +89.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling