-9.0%
JBLU vs EXPD
+57.8%
-66.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | -27.2% | +4.1% | -31.3% | -28.2% |
| 3M | -4.3% | +17.9% | -22.2% | -10.2% |
| 6M | -8.3% | +29.2% | -37.5% | -17.3% |
| YTD | +1.8% | +27.4% | -25.6% | -7.7% |
| 1Y | -9.0% | +56.8% | -65.9% | -25.4% |
| All | -9.0% | +57.8% | -66.9% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling