-68.5%
JBLU vs BURL
-10.5%
-58.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.6% |
| 7D | -3.5% | -2.8% | -0.7% | -2.5% |
| 30D | -27.2% | -28.2% | +1.0% | -16.8% |
| 3M | -4.3% | -17.6% | +13.3% | +3.4% |
| 6M | -8.3% | -11.8% | +3.5% | -3.8% |
| YTD | +1.8% | -8.1% | +9.9% | +5.2% |
| 1Y | -9.0% | -12.0% | +2.9% | -5.5% |
| 3Y | -21.9% | +63.3% | -85.2% | -38.2% |
| All | -68.5% | -10.5% | -58.0% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling