+79.5%
F vs JBLU
-72.5%
+152.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -3.0% |
| 7D | -4.9% | -5.6% | +0.7% | -3.1% |
| 30D | -2.9% | -22.3% | +19.5% | +4.9% |
| 3M | -9.1% | -11.0% | +1.9% | -7.4% |
| 6M | +12.9% | -3.1% | +16.0% | +10.3% |
| YTD | +6.1% | -3.7% | +9.8% | +2.0% |
| 1Y | +22.5% | -14.8% | +37.3% | +21.5% |
| 3Y | +32.1% | -15.4% | +47.5% | +5.4% |
| 5Y | +43.7% | -71.4% | +115.1% | +74.9% |
| All | +79.5% | -72.5% | +152.0% | +90.6% |
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 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