-70.7%
JBLU vs EMB
+6.3%
-77.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | -5.0% | -1.2% | -3.8% | -2.7% |
| 30D | -23.9% | -1.3% | -22.6% | -21.9% |
| 3M | -11.6% | -1.8% | -9.9% | -8.0% |
| 6M | -0.2% | +0.2% | -0.4% | +1.4% |
| 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% | -42.1% |
| All | -70.7% | +6.3% | -77.1% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling