-70.7%
JBLU vs EME
+575.5%
-646.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -1.5% |
| 7D | -5.0% | +3.5% | -8.5% | -6.4% |
| 30D | -23.9% | -6.3% | -17.5% | -22.1% |
| 3M | -11.6% | -3.8% | -7.9% | -11.6% |
| 6M | -0.2% | +8.5% | -8.7% | -5.7% |
| YTD | -3.3% | +27.8% | -31.1% | -15.7% |
| 1Y | -15.4% | +22.2% | -37.6% | -26.6% |
| 3Y | -14.7% | +253.5% | -268.2% | -62.8% |
| All | -70.7% | +575.5% | -646.3% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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