-77.5%
JBLU vs ETSY
+134.7%
-212.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | -5.0% | -4.9% | -0.1% | -4.1% |
| 30D | -23.9% | -8.6% | -15.2% | -22.7% |
| 3M | -11.6% | +4.8% | -16.4% | -12.6% |
| 6M | -0.2% | +38.1% | -38.3% | -6.5% |
| YTD | -3.3% | +31.2% | -34.5% | -8.9% |
| 1Y | -15.4% | +22.1% | -37.5% | -19.9% |
| 3Y | -14.7% | +12.2% | -27.0% | -20.0% |
| 5Y | -70.0% | -66.5% | -3.6% | -68.2% |
| 10Y | -72.9% | +433.4% | -506.3% | -81.5% |
| All | -77.5% | +134.7% | -212.2% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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