-70.7%
JBLU vs EXPD
+61.1%
-131.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.9% |
| 7D | -5.0% | +2.0% | -7.0% | -6.2% |
| 30D | -23.9% | +4.4% | -28.3% | -25.9% |
| 3M | -11.6% | +15.7% | -27.4% | -20.0% |
| 6M | -0.2% | +37.5% | -37.7% | -19.9% |
| YTD | -3.3% | +29.9% | -33.2% | -20.1% |
| 1Y | -15.4% | +57.8% | -73.2% | -39.5% |
| 3Y | -14.7% | +71.6% | -86.4% | -42.6% |
| All | -70.7% | +61.1% | -131.8% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling