-12.7%
JBLU vs ELF
-3.2%
-9.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +11.5% |
| 7D | +24.9% | -1.5% | +26.5% | +25.4% |
| 30D | -12.3% | +9.5% | -21.8% | -14.1% |
| 3M | -44.5% | +29.4% | -73.8% | -48.0% |
| 6M | -25.7% | +83.7% | -109.4% | -36.4% |
| YTD | -21.8% | +49.4% | -71.2% | -30.0% |
| 1Y | -12.7% | -3.9% | -8.8% | -20.0% |
| All | -12.7% | -3.2% | -9.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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