-9.0%
JBLU vs ESI
+44.5%
-53.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.9% |
| 7D | -3.5% | +3.3% | -6.9% | -5.0% |
| 30D | -27.2% | -5.9% | -21.3% | -25.3% |
| 3M | -4.3% | -14.1% | +9.8% | 0.0% |
| 6M | -8.3% | +6.6% | -14.9% | -16.4% |
| YTD | +1.8% | +45.0% | -43.3% | -21.6% |
| 1Y | -9.0% | +41.5% | -50.5% | -28.6% |
| All | -9.0% | +44.5% | -53.6% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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