+1,851.9%
TER vs JBLU
-72.4%
+1,924.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.5% |
| 7D | +6.4% | -5.0% | +11.3% | +7.7% |
| 30D | -5.7% | -23.9% | +18.2% | +1.0% |
| 3M | -0.4% | -11.6% | +11.2% | +1.7% |
| 6M | +25.8% | -0.2% | +26.1% | +23.4% |
| YTD | +96.4% | -3.3% | +99.7% | +92.3% |
| 1Y | +229.2% | -15.4% | +244.6% | +231.9% |
| 3Y | +288.1% | -14.7% | +302.8% | +238.6% |
| 5Y | +219.9% | -70.0% | +290.0% | +264.6% |
| All | +1,851.9% | -72.4% | +1,924.3% | +2,086.1% |
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