-73.8%
JBLU vs BBWI
-55.0%
-18.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.4% | -6.2% | -2.2% |
| 7D | -5.0% | -4.8% | -0.1% | -3.3% |
| 30D | -23.9% | +3.5% | -27.4% | -25.6% |
| 3M | -11.6% | -0.3% | -11.3% | -12.6% |
| 6M | -0.2% | -5.4% | +5.1% | -0.5% |
| YTD | -3.3% | -4.7% | +1.4% | -4.2% |
| 1Y | -15.4% | -30.5% | +15.1% | -7.8% |
| 3Y | -14.7% | -44.3% | +29.6% | -3.1% |
| 5Y | -70.0% | -66.9% | -3.2% | -60.6% |
| All | -73.8% | -55.0% | -18.8% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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