-9.0%
JBLU vs BTG
+38.4%
-47.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | -3.5% | -0.9% | -2.7% | -3.4% |
| 30D | -27.2% | +36.8% | -64.0% | -32.6% |
| 3M | -4.3% | +23.1% | -27.4% | -9.5% |
| 6M | -8.3% | +3.5% | -11.8% | -10.6% |
| YTD | +1.8% | +25.5% | -23.7% | -3.6% |
| 1Y | -9.0% | +40.1% | -49.1% | -17.2% |
| All | -9.0% | +38.4% | -47.4% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling