-67.1%
JBLU vs FDS
+1,197.1%
-1,264.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +3.0% |
| 7D | -4.8% | -16.0% | +11.2% | +3.3% |
| 30D | -24.4% | -6.7% | -17.7% | -22.4% |
| 3M | -4.8% | +6.0% | -10.7% | -9.6% |
| 6M | -0.5% | +25.1% | -25.5% | -15.3% |
| YTD | -3.5% | -8.1% | +4.6% | -5.5% |
| 1Y | -13.6% | -26.0% | +12.4% | -6.3% |
| 3Y | -15.3% | -36.4% | +21.2% | +0.5% |
| 5Y | -70.1% | -27.7% | -42.4% | -67.1% |
| 10Y | -72.9% | +66.1% | -139.1% | -81.9% |
| All | -67.1% | +1,197.1% | -1,264.2% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling