+706.7%
ETN vs JBLU
-72.4%
+779.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.7% | +3.9% |
| 7D | +3.5% | -5.0% | +8.5% | +4.6% |
| 30D | -7.5% | -23.9% | +16.4% | -2.2% |
| 3M | +8.3% | -11.6% | +20.0% | +10.1% |
| 6M | +20.2% | -0.2% | +20.4% | +17.5% |
| YTD | +34.7% | -3.3% | +38.0% | +31.0% |
| 1Y | +19.4% | -15.4% | +34.8% | +19.0% |
| 3Y | +85.5% | -14.7% | +100.2% | +61.7% |
| 5Y | +186.6% | -70.0% | +256.6% | +219.2% |
| All | +706.7% | -72.4% | +779.1% | +674.1% |
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