+67.6%
EWZ vs JBLU
-79.1%
+146.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +0.6% | +12.9% | -12.3% | -1.7% |
| 30D | -25.5% | +11.0% | -36.5% | -27.6% |
| 3M | -4.5% | -30.8% | +26.3% | +1.2% |
| 6M | -15.3% | -19.0% | +3.7% | -13.9% |
| YTD | +3.1% | -11.6% | +14.7% | +1.0% |
| 1Y | +1.2% | -7.4% | +8.6% | -2.0% |
| 3Y | +19.3% | +3.9% | +15.4% | -3.6% |
| 5Y | +52.3% | -73.9% | +126.1% | +72.5% |
| All | +67.6% | -79.1% | +146.7% | +75.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling