-73.8%
JBLU vs EMB
+30.3%
-104.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | -5.0% | -1.2% | -3.8% | -2.9% |
| 30D | -23.9% | -1.3% | -22.6% | -22.1% |
| 3M | -11.6% | -1.8% | -9.9% | -8.2% |
| 6M | -0.2% | +0.2% | -0.4% | +1.3% |
| YTD | -3.3% | +0.4% | -3.7% | -1.8% |
| 1Y | -15.4% | +2.8% | -18.2% | -17.4% |
| 3Y | -14.7% | +29.1% | -43.9% | -42.2% |
| 5Y | -70.0% | +6.3% | -76.3% | -71.5% |
| All | -73.8% | +30.3% | -104.1% | -81.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling