-9.0%
JBLU vs ENB
+7.5%
-16.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.2% |
| 7D | -3.5% | -0.2% | -3.3% | -3.6% |
| 30D | -27.2% | -2.2% | -25.0% | -27.4% |
| 3M | -4.3% | -10.5% | +6.2% | -5.6% |
| 6M | -8.3% | -5.1% | -3.3% | -9.7% |
| YTD | +1.8% | +9.0% | -7.2% | -4.3% |
| 1Y | -9.0% | +8.2% | -17.2% | -14.5% |
| All | -9.0% | +7.5% | -16.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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