-75.0%
JBLU vs ESTC
+26.3%
-101.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.7% | +1.3% | -1.6% |
| 7D | +1.1% | -4.3% | +5.4% | +1.9% |
| 30D | -25.5% | +17.7% | -43.3% | -28.6% |
| 3M | -5.0% | +42.3% | -47.3% | -12.7% |
| 6M | +0.7% | +64.6% | -63.9% | -11.0% |
| YTD | -0.7% | +17.2% | -17.9% | -6.4% |
| 1Y | -12.7% | -4.2% | -8.5% | -14.8% |
| 3Y | -12.7% | +13.5% | -26.3% | -23.6% |
| 5Y | -69.3% | -45.5% | -23.7% | -71.5% |
| All | -75.0% | +26.3% | -101.3% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling