-74.6%
JBLU vs ELF
+303.8%
-378.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -5.0% | -11.6% | +6.7% | -2.2% |
| 30D | -23.9% | +4.6% | -28.5% | -24.9% |
| 3M | -11.6% | +59.7% | -71.4% | -21.3% |
| 6M | -0.2% | +21.2% | -21.4% | -5.7% |
| YTD | -3.3% | +27.4% | -30.7% | -10.1% |
| 1Y | -15.4% | -29.8% | +14.4% | -12.7% |
| 3Y | -14.7% | -28.5% | +13.7% | -21.4% |
| 5Y | -70.0% | +220.0% | -290.1% | -82.5% |
| All | -74.6% | +303.8% | -378.4% | -87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling