-14.7%
JBLU vs BTG
+94.8%
-109.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -5.0% | -3.8% | -1.2% | -4.4% |
| 30D | -23.9% | +3.6% | -27.5% | -24.4% |
| 3M | -11.6% | +32.0% | -43.7% | -16.4% |
| 6M | -0.2% | +3.4% | -3.6% | -2.2% |
| YTD | -3.3% | +20.8% | -24.1% | -7.3% |
| 1Y | -15.4% | +22.4% | -37.8% | -19.5% |
| 3Y | -14.7% | +91.7% | -106.4% | -21.6% |
| All | -14.7% | +94.8% | -109.6% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling