+155.8%
EXC vs JBLU
-72.4%
+228.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.5% |
| 7D | -1.1% | -5.0% | +3.9% | -0.7% |
| 30D | -3.6% | -23.9% | +20.2% | -1.4% |
| 3M | -4.3% | -11.6% | +7.4% | -3.7% |
| 6M | -9.9% | -0.2% | -9.7% | -11.0% |
| YTD | +1.8% | -3.3% | +5.1% | +0.3% |
| 1Y | +2.9% | -15.4% | +18.2% | +2.4% |
| 3Y | +19.1% | -14.7% | +33.8% | +10.2% |
| 5Y | +44.8% | -70.0% | +114.9% | +52.1% |
| All | +155.8% | -72.4% | +228.2% | +142.5% |
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