-12.7%
JBLU vs ETHA
-31.0%
+18.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.7% | +6.2% | +10.7% |
| 7D | +24.9% | +2.1% | +22.8% | +24.4% |
| 30D | -12.3% | -10.7% | -1.6% | -10.5% |
| 3M | -44.5% | +29.0% | -73.4% | -46.8% |
| 6M | -25.7% | +2.7% | -28.4% | -25.9% |
| YTD | -21.8% | -18.7% | -3.1% | -19.7% |
| 1Y | -12.7% | -24.8% | +12.1% | -9.0% |
| All | -12.7% | -31.0% | +18.2% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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