-14.7%
JBLU vs BURL
+86.7%
-101.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.6% | +6.8% | +5.8% |
| 7D | +28.8% | +4.1% | +24.7% | +26.9% |
| 30D | -7.6% | -9.5% | +1.9% | -3.6% |
| 3M | -40.7% | -33.5% | -7.2% | -30.5% |
| 6M | -27.2% | -22.1% | -5.1% | -20.0% |
| YTD | -19.3% | -14.6% | -4.8% | -13.9% |
| 1Y | -13.6% | -8.4% | -5.3% | -10.8% |
| 3Y | -14.7% | +86.6% | -101.2% | -15.6% |
| All | -14.7% | +86.7% | -101.4% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling