+112.5%
NET vs JBLU
-68.8%
+181.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -7.0% | -3.5% | -3.4% | -6.1% |
| 30D | -4.8% | -27.2% | +22.4% | +3.4% |
| 3M | +3.8% | -4.3% | +8.2% | +3.2% |
| 6M | +50.0% | -8.3% | +58.4% | +47.4% |
| YTD | +41.5% | +1.8% | +39.7% | +30.9% |
| 1Y | +32.8% | -9.0% | +41.9% | +26.4% |
| 3Y | +335.9% | -21.9% | +357.8% | +224.1% |
| All | +112.5% | -68.8% | +181.3% | +184.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling