-75.7%
JBLU vs ESTC
+19.1%
-94.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.0% | -9.2% | +4.2% | -3.1% |
| 30D | -23.9% | +8.1% | -31.9% | -25.7% |
| 3M | -11.6% | +38.5% | -50.1% | -18.4% |
| 6M | -0.2% | +57.8% | -58.0% | -11.1% |
| YTD | -3.3% | +10.5% | -13.8% | -7.9% |
| 1Y | -15.4% | -6.4% | -9.0% | -17.1% |
| 3Y | -14.7% | +4.7% | -19.4% | -24.0% |
| 5Y | -70.0% | -47.8% | -22.3% | -71.9% |
| All | -75.7% | +19.1% | -94.8% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling