+1,381.0%
NET vs JBLU
-79.4%
+1,460.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.9% | -14.5% | -4.3% |
| 7D | -16.4% | +24.9% | -41.3% | -19.3% |
| 30D | -25.8% | -12.3% | -13.5% | -24.9% |
| 3M | -11.5% | -44.5% | +32.9% | -4.2% |
| 6M | +18.9% | -25.7% | +44.6% | +22.0% |
| YTD | +35.2% | -21.8% | +57.0% | +34.4% |
| 1Y | +14.5% | -12.7% | +27.2% | +11.5% |
| 3Y | +313.8% | -18.9% | +332.7% | +264.9% |
| 5Y | +32.6% | -76.2% | +108.8% | +34.0% |
| All | +1,381.0% | -79.4% | +1,460.4% | +1,539.9% |
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