-34.3%
JBLU vs EMB
+131.4%
-165.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.9% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -22.3% | -0.3% | -22.1% | -22.0% |
| 3M | -11.0% | -0.3% | -10.7% | -10.2% |
| 6M | -3.1% | +0.7% | -3.8% | -2.6% |
| YTD | -3.7% | +1.3% | -5.0% | -3.7% |
| 1Y | -14.8% | +4.7% | -19.5% | -17.9% |
| 3Y | -15.4% | +30.1% | -45.5% | -35.6% |
| 5Y | -71.4% | +6.9% | -78.2% | -72.9% |
| 10Y | -73.0% | +30.7% | -103.7% | -78.5% |
| All | -34.3% | +131.4% | -165.7% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling