-14.7%
JBLU vs ELF
-29.5%
+14.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | -5.0% | -11.6% | +6.7% | -2.7% |
| 30D | -23.9% | +4.6% | -28.5% | -24.7% |
| 3M | -11.6% | +59.7% | -71.4% | -19.5% |
| 6M | -0.2% | +21.2% | -21.4% | -5.0% |
| YTD | -3.3% | +27.4% | -30.7% | -8.9% |
| 1Y | -15.4% | -29.8% | +14.4% | -14.2% |
| 3Y | -14.7% | -28.5% | +13.7% | -32.7% |
| All | -14.7% | -29.5% | +14.8% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling