-66.6%
JBLU vs EFV
+255.9%
-322.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.9% |
| 7D | -5.0% | -0.8% | -4.2% | -4.1% |
| 30D | -23.9% | +0.6% | -24.5% | -24.3% |
| 3M | -11.6% | +7.5% | -19.2% | -17.9% |
| 6M | -0.2% | +13.0% | -13.3% | -11.1% |
| YTD | -3.3% | +18.3% | -21.6% | -17.8% |
| 1Y | -15.4% | +26.7% | -42.1% | -33.0% |
| 3Y | -14.7% | +89.6% | -104.3% | -53.8% |
| 5Y | -70.0% | +98.2% | -168.2% | -84.0% |
| 10Y | -72.9% | +167.4% | -240.2% | -88.6% |
| All | -66.6% | +255.9% | -322.6% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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