+55.2%
EWT vs JBLU
-12.5%
+67.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +11.9% | -13.2% | -3.0% |
| 7D | -10.9% | +24.9% | -35.8% | -14.1% |
| 30D | -17.7% | -12.3% | -5.4% | -16.1% |
| 3M | -5.0% | -44.5% | +39.4% | +4.2% |
| 6M | +7.4% | -25.7% | +33.1% | +11.3% |
| YTD | +52.8% | -21.8% | +74.6% | +52.2% |
| 1Y | +55.2% | -12.7% | +67.9% | +50.0% |
| All | +55.2% | -12.5% | +67.7% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling