-70.7%
JBLU vs ELAN
-30.9%
-39.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.3% |
| 7D | -5.0% | -5.4% | +0.5% | -3.0% |
| 30D | -23.9% | +4.7% | -28.6% | -25.2% |
| 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% | -5.0% |
| 1Y | -15.4% | +23.4% | -38.8% | -22.6% |
| 3Y | -14.7% | +96.7% | -111.4% | -40.5% |
| All | -70.7% | -30.9% | -39.8% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling