-14.7%
JBLU vs ELV
-2.1%
-12.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -5.0% | +3.2% | -8.2% | -5.5% |
| 30D | -23.9% | +5.4% | -29.2% | -24.5% |
| 3M | -11.6% | +5.4% | -17.0% | -12.8% |
| 6M | -0.2% | +45.7% | -45.9% | -7.9% |
| YTD | -3.3% | +21.2% | -24.5% | -7.8% |
| 1Y | -15.4% | +35.6% | -51.0% | -20.3% |
| 3Y | -14.7% | -2.0% | -12.7% | -16.4% |
| All | -14.7% | -2.1% | -12.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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