-73.8%
JBLU vs EL
+26.1%
-99.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.1% |
| 7D | -5.0% | -6.5% | +1.5% | -1.9% |
| 30D | -23.9% | +11.1% | -35.0% | -28.4% |
| 3M | -11.6% | +10.7% | -22.4% | -16.5% |
| 6M | -0.2% | +6.9% | -7.1% | -5.0% |
| YTD | -3.3% | -6.3% | +3.0% | -3.7% |
| 1Y | -15.4% | +13.5% | -28.9% | -24.1% |
| 3Y | -14.7% | -33.1% | +18.3% | -8.5% |
| 5Y | -70.0% | -68.8% | -1.3% | -52.2% |
| All | -73.8% | +26.1% | -99.9% | -76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling