-70.1%
JBLU vs ESTC
-49.0%
-21.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.0% |
| 7D | -4.8% | -13.2% | +8.4% | -1.9% |
| 30D | -24.4% | +9.3% | -33.8% | -26.6% |
| 3M | -4.8% | +37.3% | -42.1% | -12.4% |
| 6M | -0.5% | +61.0% | -61.5% | -12.5% |
| YTD | -3.5% | +10.7% | -14.2% | -8.3% |
| 1Y | -13.6% | -7.2% | -6.4% | -15.1% |
| 3Y | -15.3% | +7.2% | -22.4% | -26.8% |
| 5Y | -70.1% | -47.7% | -22.4% | -75.6% |
| All | -70.1% | -49.0% | -21.1% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling