-14.7%
JBLU vs BG
+18.0%
-32.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.4% |
| 7D | -5.0% | +3.1% | -8.1% | -5.3% |
| 30D | -23.9% | +10.2% | -34.1% | -24.9% |
| 3M | -11.6% | -1.7% | -10.0% | -11.2% |
| 6M | -0.2% | +1.0% | -1.2% | -1.1% |
| YTD | -3.3% | +39.9% | -43.2% | -14.2% |
| 1Y | -15.4% | +53.2% | -68.6% | -27.8% |
| 3Y | -14.7% | +16.3% | -31.0% | -21.8% |
| All | -14.7% | +18.0% | -32.7% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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