+294.9%
SCHW vs JBLU
-72.4%
+367.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.9% | -5.0% | +3.1% | -0.8% |
| 30D | -1.6% | -23.9% | +22.2% | +4.1% |
| 3M | +21.3% | -11.6% | +32.9% | +23.1% |
| 6M | +16.5% | -0.2% | +16.7% | +12.8% |
| YTD | +8.4% | -3.3% | +11.7% | +4.6% |
| 1Y | +15.6% | -15.4% | +31.0% | +14.3% |
| 3Y | +86.8% | -14.7% | +101.6% | +57.1% |
| 5Y | +60.5% | -70.0% | +130.5% | +80.5% |
| All | +294.9% | -72.4% | +367.3% | +325.1% |
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