-12.7%
JBLU vs ET
+24.7%
-37.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.5% | +15.4% | +8.7% |
| 7D | +24.9% | -6.0% | +30.9% | +18.8% |
| 30D | -12.3% | -6.1% | -6.2% | -16.5% |
| 3M | -44.5% | -2.7% | -41.8% | -45.3% |
| 6M | -25.7% | +0.2% | -25.9% | -24.4% |
| YTD | -21.8% | +24.3% | -46.1% | -14.3% |
| 1Y | -12.7% | +26.4% | -39.1% | -4.3% |
| All | -12.7% | +24.7% | -37.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling