-53.1%
TE vs JBLU
-76.6%
+23.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +0.2% | -5.0% | +5.2% | +1.5% |
| 30D | -5.9% | -23.9% | +18.0% | +1.0% |
| 3M | -45.6% | -11.6% | -33.9% | -44.3% |
| 6M | -43.4% | -0.2% | -43.1% | -44.7% |
| YTD | -31.0% | -3.3% | -27.7% | -33.0% |
| 1Y | +145.2% | -15.4% | +160.6% | +147.0% |
| 3Y | -24.1% | -14.7% | -9.3% | -29.2% |
| 5Y | -48.1% | -70.0% | +21.9% | -44.4% |
| All | -53.1% | -76.6% | +23.5% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling