-70.7%
JBLU vs Z
-64.7%
-6.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.1% |
| 7D | -5.0% | -6.0% | +1.1% | -3.0% |
| 30D | -23.9% | -2.3% | -21.6% | -23.6% |
| 3M | -11.6% | -0.6% | -11.0% | -11.9% |
| 6M | -0.2% | -27.6% | +27.4% | +10.1% |
| YTD | -3.3% | -52.4% | +49.1% | +21.6% |
| 1Y | -15.4% | -63.6% | +48.2% | +16.2% |
| 3Y | -14.7% | -36.4% | +21.7% | -7.8% |
| All | -70.7% | -64.7% | -6.1% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling