-25.7%
JBLU vs ETHA
-27.9%
+2.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | -5.0% | +3.5% | -8.4% | -5.8% |
| 30D | -23.9% | +35.3% | -59.2% | -29.7% |
| 3M | -11.6% | +50.9% | -62.5% | -20.9% |
| 6M | -0.2% | +22.1% | -22.3% | -5.8% |
| YTD | -3.3% | -14.6% | +11.3% | -1.9% |
| 1Y | -15.4% | -42.8% | +27.4% | -5.4% |
| All | -25.7% | -27.9% | +2.3% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling