+64.8%
EFA vs JBLU
-15.7%
+80.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.5% | -5.0% | +3.4% | -1.1% |
| 30D | -1.7% | -23.9% | +22.2% | +0.6% |
| 3M | +3.5% | -11.6% | +15.1% | +4.2% |
| 6M | +9.5% | -0.2% | +9.7% | +8.6% |
| YTD | +12.9% | -3.3% | +16.2% | +11.8% |
| 1Y | +18.2% | -15.4% | +33.6% | +18.0% |
| 3Y | +64.8% | -14.7% | +79.6% | +58.2% |
| All | +64.8% | -15.7% | +80.5% | +58.2% |
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 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