-73.8%
JBLU vs Z
-2.5%
-71.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.9% |
| 7D | -5.0% | -6.0% | +1.1% | -3.4% |
| 30D | -23.9% | -2.3% | -21.6% | -23.6% |
| 3M | -11.6% | -0.6% | -11.0% | -11.8% |
| 6M | -0.2% | -27.6% | +27.4% | +8.2% |
| YTD | -3.3% | -52.4% | +49.1% | +16.5% |
| 1Y | -15.4% | -63.6% | +48.2% | +9.4% |
| 3Y | -14.7% | -36.4% | +21.7% | -8.0% |
| 5Y | -70.0% | -64.6% | -5.4% | -65.7% |
| All | -73.8% | -2.5% | -71.3% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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