-73.8%
JBLU vs EXR
+151.8%
-225.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.1% |
| 7D | -5.0% | -1.2% | -3.8% | -4.5% |
| 30D | -23.9% | -6.2% | -17.7% | -21.7% |
| 3M | -11.6% | -7.4% | -4.2% | -8.7% |
| 6M | -0.2% | -0.5% | +0.3% | +0.4% |
| YTD | -3.3% | +8.1% | -11.4% | -6.0% |
| 1Y | -15.4% | -2.9% | -12.5% | -14.2% |
| 3Y | -14.7% | +22.9% | -37.7% | -21.8% |
| 5Y | -70.0% | -10.2% | -59.9% | -69.9% |
| All | -73.8% | +151.8% | -225.6% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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