+229.2%
TER vs JBLU
-14.6%
+243.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.5% |
| 7D | +6.4% | -5.0% | +11.3% | +7.9% |
| 30D | -5.7% | -23.9% | +18.2% | +2.1% |
| 3M | -0.4% | -11.6% | +11.2% | +1.6% |
| 6M | +25.8% | -0.2% | +26.1% | +21.4% |
| YTD | +96.4% | -3.3% | +99.7% | +85.8% |
| 1Y | +229.2% | -15.4% | +244.6% | +222.1% |
| All | +229.2% | -14.6% | +243.8% | +222.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling