+955.2%
TER vs JBLU
-58.4%
+1,013.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.1% | +5.4% |
| 7D | +0.6% | -3.5% | +4.2% | +1.7% |
| 30D | -8.3% | -27.2% | +18.9% | +0.7% |
| 3M | -12.2% | -4.3% | -7.9% | -12.2% |
| 6M | +17.1% | -8.3% | +25.4% | +17.1% |
| YTD | +84.7% | +1.8% | +82.9% | +77.3% |
| 1Y | +199.9% | -9.0% | +209.0% | +196.0% |
| 3Y | +232.8% | -21.9% | +254.7% | +194.1% |
| 5Y | +198.6% | -69.0% | +267.6% | +241.3% |
| 10Y | +1,669.7% | -70.8% | +1,740.5% | +1,680.1% |
| All | +955.2% | -58.4% | +1,013.6% | +488.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling