-73.8%
JBLU vs ES
+82.1%
-155.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -5.0% | -3.6% | -1.4% | -3.9% |
| 30D | -23.9% | -4.2% | -19.6% | -22.8% |
| 3M | -11.6% | +0.1% | -11.8% | -11.8% |
| 6M | -0.2% | -6.2% | +6.0% | +1.6% |
| YTD | -3.3% | +4.1% | -7.4% | -5.1% |
| 1Y | -15.4% | +10.2% | -25.5% | -19.3% |
| 3Y | -14.7% | +26.1% | -40.8% | -22.9% |
| 5Y | -70.0% | -5.3% | -64.7% | -70.6% |
| All | -73.8% | +82.1% | -155.8% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling