+66.5%
EWZ vs JBLU
-80.5%
+147.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +0.8% | +2.5% | -1.7% | +0.2% |
| 30D | -24.4% | +24.9% | -49.3% | -28.0% |
| 3M | -4.6% | -35.2% | +30.6% | +2.4% |
| 6M | -11.6% | -20.0% | +8.4% | -9.9% |
| YTD | +2.4% | -17.4% | +19.7% | +1.5% |
| 1Y | +2.1% | -13.0% | +15.0% | 0.0% |
| 3Y | +18.7% | -5.3% | +24.0% | -2.2% |
| 5Y | +54.2% | -75.2% | +129.4% | +76.0% |
| All | +66.5% | -80.5% | +147.0% | +76.1% |
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