-14.7%
JBLU vs ZS
+1.4%
-16.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -5.0% | -3.1% | -1.9% | -4.5% |
| 30D | -23.9% | -7.2% | -16.7% | -23.2% |
| 3M | -11.6% | +30.5% | -42.1% | -16.1% |
| 6M | -0.2% | +7.0% | -7.2% | -5.3% |
| YTD | -3.3% | -26.8% | +23.5% | +0.7% |
| 1Y | -15.4% | -42.6% | +27.2% | -6.4% |
| 3Y | -14.7% | -0.3% | -14.4% | -33.3% |
| All | -14.7% | +1.4% | -16.1% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 3y: compounded portfolio wealth divided by compounded ZS 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…
3y analysis · Full analysis span regression · 6 months rolling