-12.7%
JBLU vs FDS
+31.1%
-43.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.9% | +9.1% | +12.0% |
| 7D | +24.9% | +9.4% | +15.5% | +25.4% |
| 30D | -12.3% | +23.8% | -36.1% | -11.8% |
| 3M | -44.5% | +25.1% | -69.6% | -44.1% |
| 6M | -25.7% | +53.8% | -79.5% | -24.3% |
| YTD | -21.8% | +19.6% | -41.3% | -15.1% |
| 1Y | -12.7% | +31.6% | -44.4% | -8.2% |
| All | -12.7% | +31.1% | -43.9% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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