-73.6%
JBLU vs EXE
+188.3%
-261.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -4.8% | -2.2% | -2.6% | -4.3% |
| 30D | -24.4% | -0.8% | -23.6% | -24.4% |
| 3M | -4.8% | +10.0% | -14.8% | -7.4% |
| 6M | -0.5% | -6.3% | +5.9% | +0.4% |
| YTD | -3.5% | -10.7% | +7.2% | -2.0% |
| 1Y | -13.6% | +2.7% | -16.3% | -16.3% |
| 3Y | -15.3% | +19.1% | -34.4% | -22.2% |
| 5Y | -70.1% | +105.4% | -175.5% | -77.6% |
| All | -73.6% | +188.3% | -261.9% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling