-17.0%
JBLU vs ELAN
+10.4%
-27.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.0% | +8.9% | +10.4% |
| 7D | +24.9% | +11.7% | +13.2% | +18.8% |
| 30D | -12.3% | +12.4% | -24.8% | -17.1% |
| 3M | -44.5% | -1.1% | -43.3% | -44.3% |
| 6M | -25.7% | +12.4% | -38.1% | -31.9% |
| YTD | -21.8% | +11.8% | -33.6% | -26.9% |
| All | -17.0% | +10.4% | -27.4% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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