+3,633.9%
EW vs JBLU
-59.3%
+3,693.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.2% | -3.2% |
| 7D | -4.4% | +1.1% | -5.5% | -4.6% |
| 30D | -3.3% | -25.5% | +22.2% | +0.2% |
| 3M | +1.0% | -5.0% | +6.1% | +1.0% |
| 6M | +6.2% | +0.7% | +5.6% | +4.6% |
| YTD | +1.7% | -0.7% | +2.4% | -0.3% |
| 1Y | +8.1% | -12.7% | +20.9% | +7.3% |
| 3Y | +17.1% | -12.7% | +29.8% | +7.2% |
| 5Y | -29.4% | -69.3% | +39.9% | -26.3% |
| 10Y | +121.7% | -73.0% | +194.7% | +120.2% |
| All | +3,633.9% | -59.3% | +3,693.2% | +2,947.9% |
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