-67.1%
JBLU vs ED
+641.7%
-708.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.8% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -22.3% | +1.9% | -24.3% | -23.0% |
| 3M | -11.0% | +1.9% | -12.8% | -12.1% |
| 6M | -3.1% | -2.3% | -0.8% | -2.9% |
| YTD | -3.7% | +10.9% | -14.6% | -9.1% |
| 1Y | -14.8% | +14.5% | -29.3% | -20.9% |
| 3Y | -15.4% | +33.4% | -48.8% | -29.6% |
| 5Y | -71.4% | +67.3% | -138.7% | -79.2% |
| 10Y | -73.0% | +110.7% | -183.7% | -84.3% |
| All | -67.1% | +641.7% | -708.8% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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