-49.3%
TE vs JBLU
-70.3%
+20.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +0.2% | -5.0% | +5.2% | +2.1% |
| 30D | -5.9% | -23.9% | +18.0% | +4.2% |
| 3M | -45.6% | -11.6% | -33.9% | -44.0% |
| 6M | -43.4% | -0.2% | -43.1% | -45.8% |
| YTD | -31.0% | -3.3% | -27.7% | -34.8% |
| 1Y | +145.2% | -15.4% | +160.6% | +145.1% |
| 3Y | -24.1% | -14.7% | -9.3% | -38.7% |
| All | -49.3% | -70.3% | +20.9% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling