+20.6%
EXC vs JBLU
-16.1%
+36.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.5% |
| 7D | +0.3% | -5.6% | +5.9% | +0.4% |
| 30D | -0.9% | -22.3% | +21.5% | -0.6% |
| 3M | -2.7% | -11.0% | +8.3% | -2.6% |
| 6M | -9.4% | -3.1% | -6.3% | -9.4% |
| YTD | +3.0% | -3.7% | +6.8% | +2.8% |
| 1Y | +5.1% | -14.8% | +19.9% | +5.0% |
| All | +20.6% | -16.1% | +36.7% | +15.9% |
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