-14.7%
JBLU vs ESI
+74.1%
-88.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -5.0% | -4.6% | -0.3% | -2.2% |
| 30D | -23.9% | -10.5% | -13.4% | -18.7% |
| 3M | -11.6% | -19.8% | +8.2% | -1.3% |
| 6M | -0.2% | +5.8% | -6.0% | -9.8% |
| YTD | -3.3% | +38.3% | -41.6% | -29.4% |
| 1Y | -15.4% | +31.5% | -46.9% | -36.4% |
| 3Y | -14.7% | +80.7% | -95.4% | -57.4% |
| All | -14.7% | +74.1% | -88.8% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling