+344.5%
ZETA vs JBLU
-70.3%
+414.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +59.8% |
| YTD | +48.3% | -3.3% | +51.6% | +42.7% |
| 1Y | +45.4% | -15.4% | +60.8% | +45.1% |
| 3Y | +270.8% | -14.7% | +285.5% | +192.7% |
| All | +344.5% | -70.3% | +414.7% | +539.4% |
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