-70.6%
JBLU vs BROS
+35.1%
-105.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | 0.0% |
| 7D | -5.0% | -5.8% | +0.8% | -3.6% |
| 30D | -23.9% | -14.0% | -9.9% | -21.0% |
| 3M | -11.6% | -32.5% | +20.8% | -3.3% |
| 6M | -0.2% | -14.9% | +14.7% | +2.6% |
| YTD | -3.3% | -28.3% | +25.0% | +3.4% |
| 1Y | -15.4% | -34.0% | +18.6% | -8.2% |
| 3Y | -14.7% | +63.0% | -77.7% | -27.6% |
| All | -70.6% | +35.1% | -105.7% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 5y: compounded portfolio wealth divided by compounded BROS 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…
5y analysis · Full analysis span regression · 6 months rolling