-70.7%
JBLU vs BTI
+118.0%
-188.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | -23.9% | -1.1% | -22.8% | -23.6% |
| 3M | -11.6% | -8.8% | -2.9% | -8.7% |
| 6M | -0.2% | -4.0% | +3.7% | +0.6% |
| YTD | -3.3% | +0.4% | -3.7% | -4.5% |
| 1Y | -15.4% | +1.9% | -17.3% | -17.1% |
| 3Y | -14.7% | +108.5% | -123.2% | -45.4% |
| All | -70.7% | +118.0% | -188.7% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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