+160.0%
EXPE vs JBLU
-72.4%
+232.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -5.8% | -5.0% | -0.8% | -3.9% |
| 30D | -13.6% | -23.9% | +10.3% | -4.4% |
| 3M | +25.2% | -11.6% | +36.8% | +29.3% |
| 6M | +22.3% | -0.2% | +22.6% | +17.7% |
| YTD | -0.3% | -3.3% | +3.0% | -5.9% |
| 1Y | +27.8% | -15.4% | +43.2% | +26.1% |
| 3Y | +162.4% | -14.7% | +177.2% | +97.4% |
| 5Y | +95.8% | -70.0% | +165.9% | +144.8% |
| All | +160.0% | -72.4% | +232.4% | +190.1% |
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