-14.7%
JBLU vs ESTC
+6.9%
-21.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.0% | -9.2% | +4.2% | -3.8% |
| 30D | -23.9% | +8.1% | -31.9% | -25.1% |
| 3M | -11.6% | +38.5% | -50.1% | -16.2% |
| 6M | -0.2% | +57.8% | -58.0% | -7.6% |
| YTD | -3.3% | +10.5% | -13.8% | -6.1% |
| 1Y | -15.4% | -6.4% | -9.0% | -16.1% |
| 3Y | -14.7% | +4.7% | -19.4% | -21.9% |
| All | -14.7% | +6.9% | -21.6% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling