-73.8%
JBLU vs PLUG
+54.0%
-127.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -24.4% | -5.0% | -19.5% | -24.0% |
| 3M | -4.8% | -26.2% | +21.5% | -0.9% |
| 6M | -0.5% | -0.5% | 0.0% | -2.1% |
| YTD | -3.5% | +7.1% | -10.6% | -7.4% |
| 1Y | -13.6% | +46.5% | -60.1% | -23.0% |
| 3Y | -15.3% | -73.5% | +58.2% | -15.4% |
| 5Y | -70.1% | -91.3% | +21.2% | -66.9% |
| All | -73.8% | +54.0% | -127.9% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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