+50.9%
EWZ vs JBLU
-74.2%
+125.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | +1.3% | +25.8% | -24.5% | -1.4% |
| 30D | -26.2% | +4.2% | -30.3% | -27.0% |
| 3M | -8.6% | -29.1% | +20.4% | -6.0% |
| 6M | -17.0% | -21.7% | +4.7% | -16.0% |
| YTD | +2.2% | -12.1% | +14.2% | +0.9% |
| 1Y | +2.7% | -9.3% | +12.0% | +0.9% |
| 3Y | +18.2% | +3.4% | +14.8% | +3.9% |
| All | +50.9% | -74.2% | +125.1% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling