-73.8%
JBLU vs BEN
+56.6%
-130.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -5.0% | -3.1% | -1.9% | -2.8% |
| 30D | -23.9% | +0.2% | -24.1% | -24.0% |
| 3M | -11.6% | +6.8% | -18.5% | -16.0% |
| 6M | -0.2% | +38.1% | -38.3% | -21.0% |
| YTD | -3.3% | +44.3% | -47.6% | -25.7% |
| 1Y | -15.4% | +42.6% | -58.0% | -34.7% |
| 3Y | -14.7% | +52.3% | -67.0% | -37.3% |
| 5Y | -70.0% | +37.6% | -107.7% | -76.7% |
| All | -73.8% | +56.6% | -130.4% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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