-67.1%
JBLU vs ENB
+1,961.2%
-2,028.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.1% | +2.3% |
| 7D | -4.8% | -4.6% | -0.2% | -2.4% |
| 30D | -24.4% | -5.2% | -19.2% | -22.4% |
| 3M | -4.8% | -13.4% | +8.6% | +2.3% |
| 6M | -0.5% | -7.8% | +7.4% | +2.8% |
| YTD | -3.5% | +4.9% | -8.4% | -7.8% |
| 1Y | -13.6% | +3.2% | -16.8% | -16.7% |
| 3Y | -15.3% | +71.0% | -86.2% | -38.6% |
| 5Y | -70.1% | +64.0% | -134.1% | -77.7% |
| 10Y | -72.9% | +92.8% | -165.7% | -82.2% |
| All | -67.1% | +1,961.2% | -2,028.2% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling