-73.8%
JBLU vs FDS
+64.8%
-138.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.7% |
| 7D | -5.0% | -14.0% | +9.0% | +0.8% |
| 30D | -23.9% | -6.2% | -17.7% | -22.3% |
| 3M | -11.6% | +10.2% | -21.8% | -16.5% |
| 6M | -0.2% | +27.4% | -27.7% | -14.1% |
| YTD | -3.3% | -9.3% | +6.0% | -2.9% |
| 1Y | -15.4% | -28.6% | +13.3% | -4.6% |
| 3Y | -14.7% | -36.8% | +22.1% | +3.7% |
| 5Y | -70.0% | -28.6% | -41.4% | -65.8% |
| All | -73.8% | +64.8% | -138.6% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling