-25.8%
TE vs JBLU
-12.5%
-13.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +11.9% | -15.5% | -8.0% |
| 7D | +3.8% | +24.9% | -21.1% | -5.5% |
| 30D | -26.2% | -12.3% | -13.9% | -24.8% |
| 3M | -49.7% | -44.5% | -5.3% | -41.6% |
| 6M | -46.5% | -25.7% | -20.8% | -43.0% |
| YTD | -59.1% | -21.8% | -37.4% | -61.7% |
| 1Y | -25.8% | -12.7% | -13.1% | -39.7% |
| All | -25.8% | -12.5% | -13.3% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 1y: compounded portfolio wealth divided by compounded JBLU 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…
1y analysis · Full analysis span regression · 6 months rolling