-70.7%
JBLU vs EXE
+97.7%
-168.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | -5.0% | -3.1% | -1.8% | -4.4% |
| 30D | -23.9% | -0.9% | -23.0% | -23.8% |
| 3M | -11.6% | +9.6% | -21.2% | -13.8% |
| 6M | -0.2% | -11.6% | +11.4% | +2.0% |
| YTD | -3.3% | -12.6% | +9.3% | -1.3% |
| 1Y | -15.4% | +1.2% | -16.6% | -17.6% |
| 3Y | -14.7% | +18.0% | -32.8% | -21.0% |
| All | -70.7% | +97.7% | -168.5% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling