-40.8%
JBLU vs BURL
+1,015.7%
-1,056.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.2% | +3.1% | +5.6% |
| 7D | +24.3% | +7.7% | +16.6% | +20.8% |
| 30D | +2.6% | -7.1% | +9.8% | +6.0% |
| 3M | -35.1% | -30.3% | -4.8% | -25.0% |
| 6M | -22.9% | -15.5% | -7.3% | -17.7% |
| YTD | -13.4% | -11.0% | -2.4% | -9.5% |
| 1Y | -10.9% | -8.4% | -2.4% | -8.7% |
| 3Y | -1.0% | +96.7% | -97.7% | -28.7% |
| 5Y | -75.2% | -14.1% | -61.2% | -76.4% |
| 10Y | -78.7% | +255.1% | -333.7% | -86.8% |
| All | -40.8% | +1,015.7% | -1,056.5% | -68.8% |
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