+968.6%
EWT vs JBLU
-60.5%
+1,029.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | -1.1% | -4.8% | +3.7% | -0.3% |
| 30D | +4.8% | -24.4% | +29.2% | +9.7% |
| 3M | +11.1% | -4.8% | +15.9% | +11.3% |
| 6M | +54.6% | -0.5% | +55.1% | +52.4% |
| YTD | +71.4% | -3.5% | +75.0% | +68.4% |
| 1Y | +82.1% | -13.6% | +95.7% | +81.4% |
| 3Y | +193.2% | -15.3% | +208.5% | +167.8% |
| 5Y | +146.1% | -70.1% | +216.2% | +163.2% |
| 10Y | +505.0% | -72.9% | +577.9% | +500.6% |
| All | +968.6% | -60.5% | +1,029.1% | +645.7% |
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