+67.8%
ZETA vs JBLU
-14.6%
+82.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.2% |
| 7D | +2.7% | -3.5% | +6.2% | +3.5% |
| 30D | +15.8% | -27.2% | +43.0% | +25.3% |
| 3M | +35.4% | -4.3% | +39.8% | +34.3% |
| 6M | +67.1% | -8.3% | +75.4% | +63.7% |
| YTD | +54.1% | +1.8% | +52.3% | +35.8% |
| 1Y | +67.8% | -9.0% | +76.9% | +50.0% |
| All | +67.8% | -14.6% | +82.4% | +50.0% |
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 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