+482.7%
EXC vs JBLU
-58.4%
+541.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | +0.3% | -3.5% | +3.8% | +0.7% |
| 30D | -3.7% | -27.2% | +23.5% | -0.5% |
| 3M | -1.3% | -4.3% | +3.1% | -1.4% |
| 6M | -9.7% | -8.3% | -1.4% | -10.1% |
| YTD | +2.9% | +1.8% | +1.1% | +0.6% |
| 1Y | +4.4% | -9.0% | +13.4% | +3.0% |
| 3Y | +22.2% | -21.9% | +44.1% | +14.7% |
| 5Y | +46.7% | -69.0% | +115.7% | +51.2% |
| 10Y | +155.3% | -70.8% | +226.1% | +147.6% |
| All | +482.7% | -58.4% | +541.1% | +328.6% |
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 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