+517.5%
EXC vs JBLU
-66.2%
+583.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.5% |
| 7D | +1.4% | +2.5% | -1.1% | +1.1% |
| 30D | +8.6% | +24.9% | -16.3% | +5.4% |
| 3M | +2.4% | -35.2% | +37.6% | +6.4% |
| 6M | +6.5% | -20.0% | +26.5% | +7.4% |
| YTD | +9.0% | -17.4% | +26.4% | +8.2% |
| 1Y | +4.6% | -13.0% | +17.5% | +3.1% |
| 3Y | +33.5% | -5.3% | +38.8% | +21.0% |
| 5Y | +41.4% | -75.2% | +116.6% | +48.5% |
| 10Y | +204.3% | -80.5% | +284.7% | +207.2% |
| All | +517.5% | -66.2% | +583.7% | +360.9% |
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 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