-70.1%
JBLU vs EXR
-11.2%
-58.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -4.8% | -3.2% | -1.6% | -3.2% |
| 30D | -24.4% | -6.9% | -17.5% | -21.6% |
| 3M | -4.8% | -7.8% | +3.0% | -0.8% |
| 6M | -0.5% | -4.9% | +4.4% | +2.3% |
| YTD | -3.5% | +7.2% | -10.7% | -6.3% |
| 1Y | -13.6% | -1.5% | -12.1% | -12.8% |
| 3Y | -15.3% | +22.3% | -37.5% | -23.4% |
| 5Y | -70.1% | -10.9% | -59.2% | -70.3% |
| All | -70.1% | -11.2% | -58.9% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling