-53.3%
JBLU vs JEPI
+93.8%
-147.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -1.3% |
| 7D | -5.0% | -1.0% | -4.0% | -2.9% |
| 30D | -23.9% | -1.4% | -22.5% | -21.4% |
| 3M | -11.6% | +3.5% | -15.2% | -17.4% |
| 6M | -0.2% | +1.9% | -2.2% | -2.5% |
| YTD | -3.3% | +4.4% | -7.7% | -9.6% |
| 1Y | -15.4% | +7.2% | -22.6% | -24.6% |
| 3Y | -14.7% | +29.8% | -44.5% | -43.6% |
| 5Y | -70.0% | +41.7% | -111.8% | -82.6% |
| All | -53.3% | +93.8% | -147.1% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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