+40.4%
EXC vs JBLU
-75.4%
+115.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.4% |
| 7D | +1.4% | +2.5% | -1.1% | +1.3% |
| 30D | +8.6% | +24.9% | -16.3% | +7.7% |
| 3M | +2.4% | -35.2% | +37.6% | +3.6% |
| 6M | +6.5% | -20.0% | +26.5% | +6.8% |
| YTD | +9.0% | -17.4% | +26.4% | +8.8% |
| 1Y | +4.6% | -13.0% | +17.5% | +4.1% |
| 3Y | +33.5% | -5.3% | +38.8% | +26.5% |
| All | +40.4% | -75.4% | +115.9% | +44.2% |
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