-74.6%
JBLU vs ELF
+299.0%
-373.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +1.2% |
| 7D | -4.8% | -10.8% | +6.1% | -2.2% |
| 30D | -24.4% | +0.8% | -25.3% | -24.8% |
| 3M | -4.8% | +64.8% | -69.5% | -15.8% |
| 6M | -0.5% | +19.0% | -19.4% | -5.5% |
| YTD | -3.5% | +25.9% | -29.5% | -10.1% |
| 1Y | -13.6% | -28.8% | +15.2% | -11.1% |
| 3Y | -15.3% | -29.6% | +14.4% | -21.6% |
| 5Y | -70.1% | +216.2% | -286.3% | -82.5% |
| All | -74.6% | +299.0% | -373.6% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling