-73.8%
JBLU vs ET
+177.0%
-250.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.6% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | -23.9% | +2.9% | -26.7% | -24.8% |
| 3M | -11.6% | +16.8% | -28.4% | -17.6% |
| 6M | -0.2% | +18.9% | -19.1% | -8.4% |
| YTD | -3.3% | +37.7% | -41.0% | -16.9% |
| 1Y | -15.4% | +32.4% | -47.8% | -26.1% |
| 3Y | -14.7% | +99.5% | -114.2% | -37.3% |
| 5Y | -70.0% | +244.0% | -314.0% | -82.4% |
| All | -73.8% | +177.0% | -250.8% | -85.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling