-15.1%
JBLU vs EXPD
+69.2%
-84.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.9% |
| 7D | -5.6% | +1.2% | -6.8% | -6.3% |
| 30D | -22.3% | +5.2% | -27.5% | -24.9% |
| 3M | -11.0% | +13.2% | -24.2% | -18.3% |
| 6M | -3.1% | +30.3% | -33.4% | -19.8% |
| YTD | -3.7% | +27.0% | -30.8% | -19.8% |
| 1Y | -14.8% | +57.3% | -72.1% | -40.9% |
| All | -15.1% | +69.2% | -84.3% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling