+632.4%
GEV vs JBLU
-40.5%
+673.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +1.6% | -5.0% | +6.6% | +2.3% |
| 30D | -7.9% | -23.9% | +15.9% | -4.5% |
| 3M | +5.6% | -11.6% | +17.3% | +6.9% |
| 6M | +13.1% | -0.2% | +13.3% | +11.4% |
| YTD | +46.7% | -3.3% | +50.0% | +43.8% |
| 1Y | +51.3% | -15.4% | +66.7% | +50.7% |
| All | +632.4% | -40.5% | +673.0% | +575.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling