-14.7%
JBLU vs ELAN
+99.1%
-113.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.2% |
| 7D | -5.0% | -5.4% | +0.5% | -3.2% |
| 30D | -23.9% | +4.7% | -28.6% | -25.0% |
| 3M | -11.6% | -3.7% | -8.0% | -10.9% |
| 6M | -0.2% | -1.2% | +1.0% | -0.5% |
| YTD | -3.3% | +2.4% | -5.7% | -4.7% |
| 1Y | -15.4% | +23.4% | -38.8% | -21.3% |
| 3Y | -14.7% | +96.7% | -111.4% | -40.0% |
| All | -14.7% | +99.1% | -113.8% | -40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling