-73.0%
JBLU vs BURL
+188.6%
-261.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.4% | +3.3% | -0.2% |
| 7D | -5.6% | -7.0% | +1.4% | -2.6% |
| 30D | -22.3% | -35.6% | +13.3% | -5.7% |
| 3M | -11.0% | -26.3% | +15.3% | +1.8% |
| 6M | -3.1% | -20.7% | +17.6% | +7.4% |
| YTD | -3.7% | -17.2% | +13.5% | +4.3% |
| 1Y | -14.8% | -15.0% | +0.3% | -10.0% |
| 3Y | -15.4% | +53.2% | -68.7% | -34.7% |
| 5Y | -71.4% | -18.7% | -52.7% | -72.1% |
| 10Y | -73.0% | +192.1% | -265.1% | -83.8% |
| All | -73.0% | +188.6% | -261.6% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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