-12.7%
JBLU vs EL
+25.6%
-38.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.3% | +5.6% | +9.7% |
| 7D | +24.9% | +2.5% | +22.4% | +23.7% |
| 30D | -12.3% | +20.1% | -32.4% | -18.4% |
| 3M | -44.5% | +29.3% | -73.7% | -50.0% |
| 6M | -25.7% | +38.8% | -64.4% | -35.0% |
| YTD | -21.8% | +8.1% | -29.9% | -30.3% |
| 1Y | -12.7% | +22.3% | -35.1% | -25.3% |
| All | -12.7% | +25.6% | -38.4% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling