+142.8%
EFA vs JBLU
-72.4%
+215.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.5% | -5.0% | +3.4% | -0.8% |
| 30D | -1.7% | -23.9% | +22.2% | +2.1% |
| 3M | +3.5% | -11.6% | +15.1% | +4.6% |
| 6M | +9.5% | -0.2% | +9.7% | +7.8% |
| YTD | +12.9% | -3.3% | +16.2% | +10.9% |
| 1Y | +18.2% | -15.4% | +33.6% | +17.9% |
| 3Y | +64.8% | -14.7% | +79.6% | +50.0% |
| 5Y | +53.9% | -70.0% | +123.9% | +64.5% |
| All | +142.8% | -72.4% | +215.2% | +143.5% |
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