+192.5%
ECHO vs JBLU
-72.4%
+264.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +3.7% | -5.0% | +8.7% | +5.0% |
| 30D | +0.7% | -23.9% | +24.6% | +7.6% |
| 3M | -27.3% | -11.6% | -15.7% | -26.1% |
| 6M | -17.0% | -0.2% | -16.7% | -19.5% |
| YTD | -14.3% | -3.3% | -11.0% | -17.5% |
| 1Y | +20.9% | -15.4% | +36.3% | +19.9% |
| 3Y | +423.0% | -14.7% | +437.7% | +358.0% |
| 5Y | +265.7% | -70.0% | +335.7% | +311.8% |
| All | +192.5% | -72.4% | +264.9% | +226.4% |
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