+851.2%
EEM vs JBLU
-66.1%
+917.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.1% |
| 7D | +2.0% | -5.6% | +7.6% | +3.1% |
| 30D | +5.1% | -22.3% | +27.4% | +10.3% |
| 3M | +4.6% | -11.0% | +15.6% | +6.0% |
| 6M | +17.8% | -3.1% | +20.9% | +16.1% |
| YTD | +25.8% | -3.7% | +29.6% | +23.0% |
| 1Y | +36.4% | -14.8% | +51.2% | +35.8% |
| 3Y | +90.0% | -15.4% | +105.4% | +68.3% |
| 5Y | +46.6% | -71.4% | +117.9% | +59.3% |
| 10Y | +132.3% | -73.0% | +205.2% | +127.4% |
| All | +851.2% | -66.1% | +917.3% | +505.2% |
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