+50.4%
EWZ vs JBLU
-15.8%
+66.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.2% |
| 7D | +5.6% | +1.1% | +4.5% | +5.5% |
| 30D | +9.3% | -25.5% | +34.8% | +11.8% |
| 3M | +15.7% | -5.0% | +20.7% | +15.6% |
| 6M | +7.4% | +0.7% | +6.8% | +6.3% |
| YTD | +22.7% | -0.7% | +23.3% | +21.0% |
| 1Y | +36.4% | -12.7% | +49.1% | +35.5% |
| 3Y | +50.4% | -12.7% | +63.1% | +44.5% |
| All | +50.4% | -15.8% | +66.2% | +44.5% |
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 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