-67.1%
JBLU vs EL
+591.7%
-658.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -1.7% |
| 7D | -5.6% | -2.4% | -3.3% | -4.5% |
| 30D | -22.3% | +13.7% | -36.0% | -28.0% |
| 3M | -11.0% | +14.5% | -25.5% | -17.5% |
| 6M | -3.1% | +7.4% | -10.5% | -8.2% |
| YTD | -3.7% | -4.7% | +1.0% | -4.9% |
| 1Y | -14.8% | +12.9% | -27.7% | -23.6% |
| 3Y | -15.4% | -32.2% | +16.8% | -9.5% |
| 5Y | -71.4% | -68.4% | -3.0% | -55.2% |
| 10Y | -73.0% | +28.3% | -101.3% | -80.7% |
| All | -67.1% | +591.7% | -658.9% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling