-73.0%
JBLU vs EXR
+2,660.5%
-2,733.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | +1.1% | -0.7% | +1.8% | +1.5% |
| 30D | -25.5% | -6.9% | -18.6% | -22.6% |
| 3M | -5.0% | -3.0% | -2.1% | -3.6% |
| 6M | +0.7% | -2.9% | +3.6% | +2.6% |
| YTD | -0.7% | +9.3% | -9.9% | -4.9% |
| 1Y | -12.7% | -0.9% | -11.8% | -12.2% |
| 3Y | -12.7% | +24.7% | -37.4% | -23.4% |
| 5Y | -69.3% | -11.7% | -57.6% | -69.0% |
| 10Y | -73.0% | +148.4% | -221.4% | -85.6% |
| All | -73.0% | +2,660.5% | -2,733.4% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling