-14.7%
JBLU vs EWJ
+73.0%
-87.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -2.3% |
| 7D | -5.0% | +0.3% | -5.3% | -5.3% |
| 30D | -23.9% | +0.8% | -24.7% | -24.5% |
| 3M | -11.6% | +7.5% | -19.1% | -19.1% |
| 6M | -0.2% | +15.6% | -15.8% | -15.6% |
| YTD | -3.3% | +22.7% | -26.0% | -24.0% |
| 1Y | -15.4% | +26.4% | -41.8% | -35.9% |
| 3Y | -14.7% | +72.5% | -87.3% | -51.8% |
| All | -14.7% | +73.0% | -87.7% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 3y: compounded portfolio wealth divided by compounded EWJ 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…
3y analysis · Full analysis span regression · 6 months rolling