+70.3%
T vs JBLU
-72.4%
+142.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +1.5% | -5.0% | +6.4% | +2.0% |
| 30D | +7.5% | -23.9% | +31.3% | +10.3% |
| 3M | +14.8% | -11.6% | +26.5% | +15.6% |
| 6M | -1.7% | -0.2% | -1.5% | -3.1% |
| YTD | +8.7% | -3.3% | +12.0% | +6.8% |
| 1Y | -7.5% | -15.4% | +7.9% | -8.0% |
| 3Y | +110.2% | -14.7% | +125.0% | +91.0% |
| 5Y | +71.6% | -70.0% | +141.7% | +81.1% |
| All | +70.3% | -72.4% | +142.7% | +71.4% |
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