-15.4%
JBLU vs ES
+11.9%
-27.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -5.0% | -3.6% | -1.4% | -4.8% |
| 30D | -23.9% | -4.2% | -19.6% | -23.7% |
| 3M | -11.6% | +0.1% | -11.8% | -11.5% |
| 6M | -0.2% | -6.2% | +6.0% | -0.7% |
| YTD | -3.3% | +4.1% | -7.4% | -2.4% |
| 1Y | -15.4% | +10.2% | -25.5% | -13.9% |
| All | -15.4% | +11.9% | -27.3% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling