-67.1%
JBLU vs ETR
+1,124.5%
-1,191.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.5% |
| 7D | -5.6% | +0.4% | -6.0% | -5.8% |
| 30D | -22.3% | +2.0% | -24.4% | -23.2% |
| 3M | -11.0% | -1.7% | -9.3% | -10.6% |
| 6M | -3.1% | +3.6% | -6.7% | -5.7% |
| YTD | -3.7% | +18.0% | -21.8% | -12.5% |
| 1Y | -14.8% | +26.2% | -41.0% | -25.0% |
| 3Y | -15.4% | +148.0% | -163.4% | -46.8% |
| 5Y | -71.4% | +126.1% | -197.4% | -81.5% |
| 10Y | -73.0% | +302.3% | -375.3% | -87.3% |
| All | -67.1% | +1,124.5% | -1,191.6% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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