-67.1%
JBLU vs TECH
+1,138.8%
-1,205.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | -22.3% | +0.3% | -22.6% | -22.4% |
| 3M | -11.0% | +32.9% | -43.9% | -21.5% |
| 6M | -3.1% | +32.1% | -35.2% | -16.1% |
| YTD | -3.7% | +23.4% | -27.1% | -14.4% |
| 1Y | -14.8% | +34.1% | -48.8% | -27.9% |
| 3Y | -15.4% | +2.2% | -17.6% | -21.4% |
| 5Y | -71.4% | -41.8% | -29.6% | -67.3% |
| 10Y | -73.0% | +188.9% | -261.9% | -86.1% |
| All | -67.1% | +1,138.8% | -1,205.9% | -89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling