-50.0%
TE vs JBLU
-76.7%
+26.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.2% |
| 7D | +15.0% | -5.6% | +20.6% | +16.7% |
| 30D | -7.5% | -22.3% | +14.8% | -1.2% |
| 3M | -42.0% | -11.0% | -31.0% | -40.7% |
| 6M | -31.4% | -3.1% | -28.3% | -32.6% |
| YTD | -26.5% | -3.7% | -22.8% | -28.6% |
| 1Y | +153.1% | -14.8% | +167.9% | +154.5% |
| 3Y | -20.7% | -15.4% | -5.2% | -25.9% |
| 5Y | -45.4% | -71.4% | +25.9% | -41.3% |
| All | -50.0% | -76.7% | +26.7% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling