-73.8%
JBLU vs BUD
-22.3%
-51.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.3% |
| 7D | -5.0% | -2.6% | -2.3% | -3.3% |
| 30D | -23.9% | -1.2% | -22.7% | -23.2% |
| 3M | -11.6% | -4.9% | -6.7% | -8.9% |
| 6M | -0.2% | +9.3% | -9.5% | -6.3% |
| YTD | -3.3% | +24.0% | -27.3% | -16.6% |
| 1Y | -15.4% | +34.5% | -49.9% | -31.3% |
| 3Y | -14.7% | +43.7% | -58.4% | -35.9% |
| 5Y | -70.0% | +46.0% | -116.0% | -78.0% |
| All | -73.8% | -22.3% | -51.5% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling