-80.9%
JBLU vs BURL
+232.1%
-313.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | +0.3% |
| 7D | +2.5% | -1.6% | +4.0% | +3.3% |
| 30D | +24.9% | -7.7% | +32.7% | +29.8% |
| 3M | -35.2% | -31.7% | -3.5% | -23.2% |
| 6M | -20.0% | -15.2% | -4.8% | -14.3% |
| YTD | -17.4% | -15.9% | -1.4% | -11.0% |
| 1Y | -13.0% | -14.2% | +1.2% | -8.1% |
| 3Y | -5.3% | +93.5% | -98.8% | -34.3% |
| 5Y | -75.2% | -9.9% | -65.3% | -76.9% |
| All | -80.9% | +232.1% | -313.0% | -88.0% |
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