-73.8%
JBLU vs GEN
+159.8%
-233.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | -0.1% |
| 7D | -5.0% | -1.3% | -3.7% | -4.6% |
| 30D | -23.9% | +6.1% | -30.0% | -25.2% |
| 3M | -11.6% | +27.0% | -38.6% | -17.5% |
| 6M | -0.2% | +43.9% | -44.1% | -11.0% |
| YTD | -3.3% | +13.0% | -16.3% | -7.7% |
| 1Y | -15.4% | +4.0% | -19.4% | -17.2% |
| 3Y | -14.7% | +66.2% | -80.9% | -26.1% |
| 5Y | -70.0% | +23.2% | -93.2% | -72.7% |
| All | -73.8% | +159.8% | -233.6% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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