-73.8%
JBLU vs ECL
+160.1%
-233.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.3% |
| 7D | -5.0% | -1.1% | -3.9% | -4.0% |
| 30D | -23.9% | -0.8% | -23.1% | -23.4% |
| 3M | -11.6% | +5.0% | -16.7% | -15.2% |
| 6M | -0.2% | +0.2% | -0.5% | +0.4% |
| YTD | -3.3% | +5.8% | -9.1% | -6.8% |
| 1Y | -15.4% | +1.5% | -16.9% | -15.6% |
| 3Y | -14.7% | +55.0% | -69.7% | -41.7% |
| 5Y | -70.0% | +29.3% | -99.3% | -76.4% |
| All | -73.8% | +160.1% | -233.9% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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