+773.5%
EXPE vs JBLU
-70.7%
+844.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.3% |
| 7D | -11.5% | -5.6% | -5.9% | -9.8% |
| 30D | -13.1% | -22.3% | +9.3% | -5.6% |
| 3M | +18.1% | -11.0% | +29.1% | +21.3% |
| 6M | +13.3% | -3.1% | +16.4% | +10.8% |
| YTD | -3.2% | -3.7% | +0.5% | -7.4% |
| 1Y | +26.1% | -14.8% | +40.9% | +24.9% |
| 3Y | +151.7% | -15.4% | +167.2% | +108.3% |
| 5Y | +88.3% | -71.4% | +159.7% | +128.0% |
| 10Y | +158.0% | -73.0% | +231.0% | +194.3% |
| All | +773.5% | -70.7% | +844.2% | +532.9% |
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