-73.8%
JBLU vs EFX
+42.6%
-116.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | 0.0% |
| 7D | -5.0% | -4.5% | -0.4% | -2.8% |
| 30D | -23.9% | -6.1% | -17.8% | -21.9% |
| 3M | -11.6% | +6.2% | -17.9% | -15.1% |
| 6M | -0.2% | -11.2% | +11.0% | +4.4% |
| YTD | -3.3% | -21.4% | +18.1% | +6.2% |
| 1Y | -15.4% | -34.3% | +18.9% | +1.5% |
| 3Y | -14.7% | -12.5% | -2.2% | -14.7% |
| 5Y | -70.0% | -35.6% | -34.5% | -66.2% |
| All | -73.8% | +42.6% | -116.3% | -80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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