-67.1%
JBLU vs EAT
+1,323.7%
-1,390.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -1.7% |
| 7D | -5.6% | -6.8% | +1.2% | -2.7% |
| 30D | -22.3% | -5.4% | -17.0% | -21.0% |
| 3M | -11.0% | +42.8% | -53.7% | -24.1% |
| 6M | -3.1% | +56.5% | -59.6% | -21.5% |
| YTD | -3.7% | +50.0% | -53.8% | -21.1% |
| 1Y | -14.8% | +38.3% | -53.1% | -28.7% |
| 3Y | -15.4% | +591.6% | -607.1% | -67.1% |
| 5Y | -71.4% | +312.6% | -384.0% | -86.8% |
| 10Y | -73.0% | +381.4% | -454.4% | -90.8% |
| All | -67.1% | +1,323.7% | -1,390.9% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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