-28.2%
EW vs JBLU
-71.4%
+43.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -3.4% | -4.8% | +1.4% | -2.9% |
| 30D | -7.4% | -24.4% | +17.1% | -5.0% |
| 3M | +0.9% | -4.8% | +5.7% | +0.9% |
| 6M | +1.2% | -0.5% | +1.6% | +0.1% |
| YTD | +1.8% | -3.5% | +5.3% | +0.5% |
| 1Y | +10.8% | -13.6% | +24.4% | +10.3% |
| 3Y | +17.1% | -15.3% | +32.4% | +5.3% |
| 5Y | -28.2% | -70.1% | +41.9% | -19.4% |
| All | -28.2% | -71.4% | +43.2% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling