-70.7%
JBLU vs EL
-69.0%
-1.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.1% |
| 7D | -5.0% | -6.5% | +1.5% | -2.1% |
| 30D | -23.9% | +11.1% | -35.0% | -28.0% |
| 3M | -11.6% | +10.7% | -22.4% | -16.2% |
| 6M | -0.2% | +6.9% | -7.1% | -4.7% |
| YTD | -3.3% | -6.3% | +3.0% | -3.8% |
| 1Y | -15.4% | +13.5% | -28.9% | -23.6% |
| 3Y | -14.7% | -33.1% | +18.3% | -9.7% |
| All | -70.7% | -69.0% | -1.7% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling