-12.7%
JBLU vs EMB
+0.7%
-13.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.0% | +10.9% | +6.2% |
| 7D | +24.9% | +0.7% | +24.2% | +20.5% |
| 30D | -12.3% | +2.3% | -14.6% | -22.3% |
| 3M | -44.5% | -2.5% | -42.0% | -35.0% |
| 6M | -25.7% | -1.1% | -24.6% | -18.4% |
| YTD | -21.8% | -0.6% | -21.2% | -14.8% |
| 1Y | -12.7% | +0.6% | -13.4% | -7.3% |
| All | -12.7% | +0.7% | -13.4% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling