+51.3%
GEV vs JBLU
-14.6%
+65.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +1.6% | -5.0% | +6.6% | +2.4% |
| 30D | -7.9% | -23.9% | +15.9% | -4.3% |
| 3M | +5.6% | -11.6% | +17.3% | +7.0% |
| 6M | +13.1% | -0.2% | +13.3% | +10.3% |
| YTD | +46.7% | -3.3% | +50.0% | +37.9% |
| 1Y | +51.3% | -15.4% | +66.7% | +40.7% |
| All | +51.3% | -14.6% | +65.9% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling