+292.2%
TER vs JBLU
-16.1%
+308.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.8% |
| 7D | +12.4% | -5.6% | +18.0% | +13.7% |
| 30D | +5.1% | -22.3% | +27.5% | +10.6% |
| 3M | +4.0% | -11.0% | +14.9% | +5.7% |
| 6M | +29.5% | -3.1% | +32.6% | +28.5% |
| YTD | +98.5% | -3.7% | +102.2% | +95.9% |
| 1Y | +234.1% | -14.8% | +248.9% | +235.7% |
| All | +292.2% | -16.1% | +308.3% | +264.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling