-67.1%
JBLU vs BEN
+404.5%
-471.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +1.1% |
| 7D | -4.8% | +0.3% | -5.1% | -5.0% |
| 30D | -24.4% | +0.9% | -25.3% | -24.9% |
| 3M | -4.8% | +9.2% | -13.9% | -10.3% |
| 6M | -0.5% | +36.8% | -37.2% | -19.1% |
| YTD | -3.5% | +44.4% | -47.9% | -24.2% |
| 1Y | -13.6% | +45.8% | -59.4% | -32.8% |
| 3Y | -15.3% | +52.5% | -67.8% | -35.5% |
| 5Y | -70.1% | +37.7% | -107.8% | -75.9% |
| 10Y | -72.9% | +55.4% | -128.4% | -81.4% |
| All | -67.1% | +404.5% | -471.6% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling