+222.9%
EWY vs JBLU
-15.7%
+238.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | -0.1% | -5.0% | +4.9% | +0.6% |
| 30D | +7.3% | -23.9% | +31.2% | +11.4% |
| 3M | -5.1% | -11.6% | +6.5% | -3.9% |
| 6M | +42.1% | -0.2% | +42.3% | +41.0% |
| YTD | +94.1% | -3.3% | +97.4% | +92.6% |
| 1Y | +147.8% | -15.4% | +163.2% | +148.6% |
| 3Y | +222.9% | -14.7% | +237.6% | +195.2% |
| All | +222.9% | -15.7% | +238.6% | +195.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling