+90.3%
ZETA vs JBLU
-12.5%
+102.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.9% | -9.3% | +0.4% |
| 7D | -5.0% | +24.9% | -29.9% | -9.2% |
| 30D | -3.3% | -12.3% | +9.0% | -0.6% |
| 3M | +31.0% | -44.5% | +75.5% | +49.0% |
| 6M | +72.2% | -25.7% | +97.8% | +79.0% |
| YTD | +56.2% | -21.8% | +77.9% | +38.9% |
| 1Y | +90.3% | -12.7% | +103.0% | +37.2% |
| All | +90.3% | -12.5% | +102.8% | +37.2% |
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