+1,449.6%
NET vs JBLU
-73.2%
+1,522.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -7.0% | -3.5% | -3.4% | -6.5% |
| 30D | -4.8% | -27.2% | +22.4% | -0.3% |
| 3M | +3.8% | -4.3% | +8.2% | +3.6% |
| 6M | +50.0% | -8.3% | +58.4% | +49.0% |
| YTD | +41.5% | +1.8% | +39.7% | +36.3% |
| 1Y | +32.8% | -9.0% | +41.9% | +29.9% |
| 3Y | +335.9% | -21.9% | +357.8% | +294.8% |
| 5Y | +113.8% | -69.0% | +182.8% | +109.7% |
| All | +1,449.6% | -73.2% | +1,522.7% | +1,562.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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