-71.8%
JBLU vs EXPD
+1,619.1%
-1,690.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.0% |
| 7D | +2.5% | +5.5% | -3.1% | -0.8% |
| 30D | +24.9% | -0.8% | +25.7% | +25.4% |
| 3M | -35.2% | +4.1% | -39.3% | -37.1% |
| 6M | -20.0% | +25.7% | -45.7% | -31.4% |
| YTD | -17.4% | +31.4% | -48.8% | -31.9% |
| 1Y | -13.0% | +42.2% | -55.1% | -31.8% |
| 3Y | -5.3% | +77.2% | -82.5% | -35.3% |
| 5Y | -75.2% | +61.0% | -136.2% | -82.3% |
| 10Y | -80.5% | +334.8% | -415.3% | -92.6% |
| All | -71.8% | +1,619.1% | -1,690.9% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling