-73.8%
JBLU vs EIX
+19.9%
-93.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | -5.0% | -1.4% | -3.6% | -4.5% |
| 30D | -23.9% | -19.3% | -4.6% | -18.5% |
| 3M | -11.6% | -21.7% | +10.0% | -4.5% |
| 6M | -0.2% | -19.8% | +19.6% | +6.5% |
| YTD | -3.3% | -3.0% | -0.3% | -6.0% |
| 1Y | -15.4% | +5.1% | -20.5% | -21.0% |
| 3Y | -14.7% | -7.0% | -7.8% | -18.1% |
| 5Y | -70.0% | +22.0% | -92.1% | -75.1% |
| All | -73.8% | +19.9% | -93.6% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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