-70.1%
JBLU vs ES
-6.2%
-63.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.0% |
| 7D | -4.8% | -3.5% | -1.3% | -3.6% |
| 30D | -24.4% | -3.0% | -21.4% | -23.7% |
| 3M | -4.8% | -0.3% | -4.5% | -4.8% |
| 6M | -0.5% | -5.2% | +4.7% | +1.1% |
| YTD | -3.5% | +4.8% | -8.3% | -5.9% |
| 1Y | -13.6% | +12.7% | -26.3% | -19.1% |
| 3Y | -15.3% | +27.5% | -42.8% | -25.7% |
| 5Y | -70.1% | -4.7% | -65.4% | -71.4% |
| All | -70.1% | -6.2% | -63.9% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling