+427.5%
EFA vs JBLU
-60.4%
+487.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.5% | -5.0% | +3.4% | -0.7% |
| 30D | -1.7% | -23.9% | +22.2% | +2.9% |
| 3M | +3.5% | -11.6% | +15.1% | +4.8% |
| 6M | +9.5% | -0.2% | +9.7% | +7.5% |
| YTD | +12.9% | -3.3% | +16.2% | +10.5% |
| 1Y | +18.2% | -15.4% | +33.6% | +17.8% |
| 3Y | +64.8% | -14.7% | +79.6% | +48.7% |
| 5Y | +53.9% | -70.0% | +123.9% | +64.0% |
| 10Y | +144.8% | -72.9% | +217.6% | +142.7% |
| All | +427.5% | -60.4% | +487.9% | +265.7% |
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