+117.8%
EW vs JBLU
-72.4%
+190.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -6.2% | -5.0% | -1.2% | -5.5% |
| 30D | -9.3% | -23.9% | +14.5% | -6.1% |
| 3M | -1.6% | -11.6% | +10.0% | -0.6% |
| 6M | -0.8% | -0.2% | -0.6% | -2.4% |
| YTD | -1.0% | -3.3% | +2.3% | -2.9% |
| 1Y | +8.2% | -15.4% | +23.5% | +7.7% |
| 3Y | +12.7% | -14.7% | +27.4% | +0.4% |
| 5Y | -30.2% | -70.0% | +39.8% | -25.2% |
| All | +117.8% | -72.4% | +190.2% | +97.2% |
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 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