+242.2%
ZETA vs JBLU
-76.9%
+319.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.4% |
| 7D | -0.1% | -5.6% | +5.5% | +1.5% |
| 30D | +10.5% | -22.3% | +32.8% | +18.0% |
| 3M | +44.3% | -11.0% | +55.3% | +46.7% |
| 6M | +59.4% | -3.1% | +62.5% | +55.4% |
| YTD | +49.5% | -3.7% | +53.2% | +44.1% |
| 1Y | +62.7% | -14.8% | +77.5% | +62.1% |
| 3Y | +274.6% | -15.4% | +290.1% | +198.8% |
| 5Y | +349.3% | -71.4% | +420.7% | +513.6% |
| All | +242.2% | -76.9% | +319.1% | +368.3% |
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