-70.7%
JBLU vs ELV
+25.1%
-95.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -5.0% | +3.2% | -8.2% | -5.6% |
| 30D | -23.9% | +5.4% | -29.2% | -24.7% |
| 3M | -11.6% | +5.4% | -17.0% | -13.1% |
| 6M | -0.2% | +45.7% | -45.9% | -9.4% |
| YTD | -3.3% | +21.2% | -24.5% | -8.6% |
| 1Y | -15.4% | +35.6% | -51.0% | -21.9% |
| 3Y | -14.7% | -2.0% | -12.7% | -18.2% |
| All | -70.7% | +25.1% | -95.8% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling