-73.6%
JBLU vs EXE
+182.2%
-255.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | -5.0% | -3.1% | -1.8% | -4.3% |
| 30D | -23.9% | -0.9% | -23.0% | -23.8% |
| 3M | -11.6% | +9.6% | -21.2% | -14.0% |
| 6M | -0.2% | -11.6% | +11.4% | +2.1% |
| YTD | -3.3% | -12.6% | +9.3% | -1.3% |
| 1Y | -15.4% | +1.2% | -16.6% | -17.8% |
| 3Y | -14.7% | +18.0% | -32.8% | -21.6% |
| 5Y | -70.0% | +101.1% | -171.1% | -77.4% |
| All | -73.6% | +182.2% | -255.8% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling