-14.9%
JBLU vs ECL
+53.7%
-68.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.4% |
| 7D | -4.8% | -2.6% | -2.1% | -2.3% |
| 30D | -24.4% | -4.6% | -19.9% | -21.1% |
| 3M | -4.8% | +6.0% | -10.7% | -9.4% |
| 6M | -0.5% | -3.0% | +2.5% | +2.6% |
| YTD | -3.5% | +4.0% | -7.5% | -5.6% |
| 1Y | -13.6% | +2.0% | -15.6% | -13.9% |
| All | -14.9% | +53.7% | -68.6% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling