+3.4%
EXC vs JBLU
-12.5%
+15.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.9% | -10.3% | +1.6% |
| 7D | +3.3% | +24.9% | -21.6% | +3.3% |
| 30D | +13.3% | -12.3% | +25.6% | +13.5% |
| 3M | +1.8% | -44.5% | +46.3% | +2.3% |
| 6M | +1.1% | -25.7% | +26.8% | +1.4% |
| YTD | +9.0% | -21.8% | +30.8% | +8.5% |
| 1Y | +3.4% | -12.7% | +16.1% | +1.6% |
| All | +3.4% | -12.5% | +15.9% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling