-30.5%
JBLU vs BURL
+1,051.1%
-1,081.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.9% |
| 3M | -4.3% | -17.6% | +13.3% | +3.4% |
| 6M | -8.3% | -11.8% | +3.5% | -4.0% |
| YTD | +1.8% | -8.1% | +9.9% | +5.1% |
| 1Y | -9.0% | -12.0% | +2.9% | -5.7% |
| 3Y | -21.9% | +63.3% | -85.2% | -39.3% |
| 5Y | -69.0% | -10.8% | -58.2% | -70.9% |
| 10Y | -70.8% | +215.9% | -286.7% | -81.7% |
| All | -30.5% | +1,051.1% | -1,081.6% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling