+580.1%
EWZ vs JBLU
-58.4%
+638.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +6.5% | -3.5% | +10.0% | +7.3% |
| 30D | +4.8% | -27.2% | +32.0% | +11.8% |
| 3M | +9.9% | -4.3% | +14.2% | +9.5% |
| 6M | +1.9% | -8.3% | +10.3% | +1.2% |
| YTD | +20.3% | +1.8% | +18.5% | +15.6% |
| 1Y | +35.6% | -9.0% | +44.7% | +32.5% |
| 3Y | +43.4% | -21.9% | +65.4% | +27.7% |
| 5Y | +55.9% | -69.0% | +125.0% | +66.3% |
| 10Y | +84.2% | -70.8% | +154.9% | +81.9% |
| All | +580.1% | -58.4% | +638.5% | +360.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling