+91.2%
EWZ vs JBLU
-72.5%
+163.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +1.1% | -4.8% | +5.9% | +2.0% |
| 30D | +13.5% | -24.4% | +37.9% | +19.4% |
| 3M | +15.2% | -4.8% | +20.0% | +15.0% |
| 6M | +3.7% | -0.5% | +4.2% | +1.4% |
| YTD | +22.5% | -3.5% | +26.0% | +19.2% |
| 1Y | +35.3% | -13.6% | +48.8% | +33.6% |
| 3Y | +50.2% | -15.3% | +65.4% | +29.8% |
| 5Y | +64.6% | -70.1% | +134.7% | +81.6% |
| All | +91.2% | -72.5% | +163.7% | +84.5% |
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