+239.5%
ZETA vs JBLU
-76.8%
+316.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | -3.7% | -5.0% | +1.2% | -2.4% |
| 30D | +5.7% | -23.9% | +29.6% | +13.5% |
| 3M | +50.4% | -11.6% | +62.1% | +53.4% |
| 6M | +65.5% | -0.2% | +65.7% | +59.9% |
| YTD | +48.3% | -3.3% | +51.6% | +42.8% |
| 1Y | +45.4% | -15.4% | +60.8% | +45.1% |
| 3Y | +270.8% | -14.7% | +285.5% | +194.7% |
| 5Y | +336.1% | -70.0% | +406.2% | +490.1% |
| All | +239.5% | -76.8% | +316.3% | +364.0% |
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