-40.3%
JBLU vs ESI
+222.6%
-262.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.6% |
| 7D | -5.6% | +3.9% | -9.5% | -7.1% |
| 30D | -22.3% | -3.8% | -18.6% | -21.2% |
| 3M | -11.0% | -13.1% | +2.2% | -6.7% |
| 6M | -3.1% | +11.3% | -14.4% | -9.1% |
| YTD | -3.7% | +44.1% | -47.8% | -19.4% |
| 1Y | -14.8% | +40.3% | -55.1% | -28.1% |
| 3Y | -15.4% | +84.1% | -99.5% | -35.7% |
| 5Y | -71.4% | +75.8% | -147.2% | -77.7% |
| 10Y | -73.0% | +320.7% | -393.7% | -84.1% |
| All | -40.3% | +222.6% | -262.9% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling