-80.6%
JBLU vs ZS
+494.5%
-575.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -4.8% | -8.1% | +3.3% | -3.7% |
| 30D | -24.4% | -8.4% | -16.0% | -23.7% |
| 3M | -4.8% | +31.1% | -35.8% | -8.8% |
| 6M | -0.5% | +4.4% | -4.8% | -3.6% |
| YTD | -3.5% | -27.3% | +23.8% | -1.8% |
| 1Y | -13.6% | -41.4% | +27.8% | -9.5% |
| 3Y | -15.3% | +1.7% | -16.9% | -19.5% |
| 5Y | -70.1% | -39.6% | -30.5% | -71.6% |
| All | -80.6% | +494.5% | -575.0% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling