-73.8%
JBLU vs EXPD
+324.8%
-398.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -4.8% | +1.2% | -5.9% | -5.5% |
| 30D | -24.4% | +6.8% | -31.3% | -27.7% |
| 3M | -4.8% | +14.9% | -19.7% | -13.6% |
| 6M | -0.5% | +34.6% | -35.1% | -19.4% |
| YTD | -3.5% | +27.7% | -31.2% | -19.7% |
| 1Y | -13.6% | +57.7% | -71.2% | -38.4% |
| 3Y | -15.3% | +70.9% | -86.2% | -42.7% |
| 5Y | -70.1% | +59.5% | -129.6% | -79.5% |
| All | -73.8% | +324.8% | -398.6% | -90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling