-70.7%
JBLU vs TECH
-43.3%
-27.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -5.0% | -0.4% | -4.5% | -4.8% |
| 30D | -23.9% | 0.0% | -23.8% | -23.9% |
| 3M | -11.6% | +33.7% | -45.3% | -23.3% |
| 6M | -0.2% | +34.9% | -35.1% | -15.9% |
| YTD | -3.3% | +23.2% | -26.5% | -14.9% |
| 1Y | -15.4% | +36.3% | -51.7% | -30.6% |
| 3Y | -14.7% | +2.3% | -17.0% | -22.8% |
| All | -70.7% | -43.3% | -27.4% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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